lossdw: Loss function
In DiscreteWeibull: Discrete Weibull Distributions (Type 1 and 3)

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/lossdw.R

Loss function for the method of moments (type 1 discrete Weibull)

1	lossdw(par, x, zero = FALSE, eps = 1e-04, nmax=1000)

`par`	vector of parameters q and β
`x`	the vector of sample values
`zero`	`TRUE`, if the support contains 0; `FALSE` otherwise
`eps`	error threshold for the numerical computation of the expected value
`nmax`	maximum value considered for the numerical computation of the expected value

The loss function is given by L(x;q,β)=[m_1-\mathrm{E}(X;q,β)]^2+[m_2-\mathrm{E}(X^2;q,β)]^2, where \mathrm{E}(\cdot) denotes the expected value, m_1 and m_2 are the first and second order sample moments respectively.

the value of the quadratic loss function

Alessandro Barbiero

Edweibull

x <- c(1,1,1,1,1,2,2,2,3,4)
lossdw(c(0.5, 1), x)
par <- estdweibull(x, "M") # parameter estimates derived by the method of moments
par
lossdw(par, x) # the loss is zero using these estimates