likelihood for the Davies distribution
Description Usage Arguments Details Value Author(s) See Also Examples
The “distance” of a dataset from a particular Davies distribution
1 2 | objective(params, dataset)
objective.approx(params, dataset)
|
params |
A three-member vector holding C, lambda1 and lambda2 |
dataset |
The dataset to be considered |
Used by the fit.davies.p() and fit.davies.q() functions
objective returns the “distance” of a
dataset from a particular
Davies distribution as measured by the sums of the squares of the
differences between observed (dataset) and
expected (expected.value()) values.
objective.approx() uses expected.approx() rather than
expected() to calculate expectations, as per equation 6.
Robin K. S. Hankin
1 2 3 4 5 6 7 8 | params <- c(10, 0.1, 0.1)
x <- rdavies(100,params)
objective(params,x)
objective.approx(params,x)
objective(least.squares(x),x)
objective(davies.start(x),x)
|
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