local_fit_RGHD_ratio: Local optimization of the 2m-RGHD function given empirical...

Description Usage Arguments

View source: R/SkeweDF_functions.R

Description

This function generates a table of optimized parameters and Psi Criterion for a given function within specified starting parameter bounds. This function uses Limited Memory BFGS as it's gradient descent algorithm.

Usage

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local_fit_RGHD_ratio(
  param_bounds,
  data,
  weighted_rt = FALSE,
  par_chunk = 100,
  par_chunk_size = 10,
  n_cores = 1,
  clust,
  left_trunc = 1,
  right_trunc = left_trunc + length(data) - 1
)

Arguments

param_bounds

A list of sequences which indicate space where parameters should be generated and fit

data

Vector of observed values

weighted_rt

Boolean used to determine if the weighted right-tail cumulative distribution function should be used or not.

par_chunk

Integer used to indicate number of optimization chunks to be run. Total number of rows in the output table = par_chunk * par_chunk_size

par_chunk_size

Integer used to indicate number of starting parameters to be generated and optimized in a given chunk. Total number of rows in the output table = par_chunk * par_chunk_size

n_cores

Integer used to indicate number of cores to be used for this function if a socket cluster object is not defined.

clust

socket cluster object from 'parallel::makeCluster()'. This is used if you have already generated a socket cluster object and would like to run this functoin on it. If no object is defined, one will be made for this function call.

left_trunc

Int used to determine starting index of model to use for optimization

right_trunc

Int used to determine ending index of model to use for optimization


SkeweDF documentation built on Jan. 16, 2021, 5:38 p.m.