Description Usage Arguments Value Author(s) References See Also Examples
A loss function used for the implementation of the method of moments (for the ADSL).
1 |
par |
the vector of parameters, |
x |
a vector of sample values from the ADSL |
The value L=[E(X)-m_1(x)]^2+[E(X^2)-m_2(x)]^2, where m_1 and m_2 are the first- and second-order sample moments.
Alessandro Barbiero, Riccardo Inchingolo
A. Barbiero, An alternative discrete Laplace distribution, Statistical Methodology, 16: 47-67
1 2 3 4 5 6 | p <- 0.3
q <- 0.7
x <- rdlaplace2(n=100, p, q)
par <- estdlaplace2(x, "M")
loss(par, x) # should be near zero
loss(c(p,q), x) # may be far greater than zero
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