bridcrit: Bridge interval criterion function

Description Usage Arguments

View source: R/utility.R

Description

General criterion is 0 = M' + ( 1/2 * V' * ( -Ed2u/Edu ) ) Logged criterion is 0 = -log M' + log(1/2 V') + log( -Ed2u/Edu ) Bridge criterion: M' = (Wr-Wl)/(xr-xl) + c'(delta) - c'(dbar) Bridge criterion: V' = (dbar-delta)/(xr-xl) * sigma^2

Usage

1
bridcrit(delta, xl, xr, Wl, Wr, sigma = 1, b = 1, log = TRUE, ...)

Arguments

delta

distance from left point

xl

position of left point

xr

position of right point

Wl

value at left point

Wr

value at right point

sigma

brownian walk *sigma* parameter

b

utility function *b* parameter

log

use logged criterion?

...

additional arguments to criterion subfunctions


balachia/pcPack documentation built on Dec. 19, 2021, 6:40 a.m.