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## File Name: tam_linking_irf_discrepancy.R
## File Version: 0.055
tam_linking_irf_discrepancy <- function(probs1, probs2, wgt, type,
pow_rob_hae=1, eps_rob_hae=1e-4)
{
K <- min( dim(probs1)[3], dim(probs2)[3])
crit <- 0
#-- define Haebara criterion function
if (type %in% c("Hae","RobHae") ){
for (kk in 1:K){
irf_diff <- probs1[,,kk,drop=FALSE] - probs2[,,kk,drop=FALSE]
irf_loss <- tam_linking_function_haebara_loss(x=irf_diff, type=type,
pow_rob_hae=pow_rob_hae, eps=eps_rob_hae)
crit <- crit + sum( irf_loss * wgt )
}
}
#-- define Stocking-Lord criterion function
if (type=="SL"){
vcrit <- 0
for (kk in 1:K){
vcrit <- vcrit + (kk-1)*( probs1[,,kk,drop=FALSE] - probs2[,,kk,drop=FALSE] )
}
vcrit <- rowSums( vcrit )
crit <- sum( vcrit^2 * wgt )
}
return(crit)
}
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