lre: lre

Description Usage Arguments Value

View source: R/library.R

Description

compute the log10 relative error in an estimated versus a true parameter vector. this is useful for unit tests to be sure optimization routines are well-behaved see Altman et al, "Numerical Issues in Statistical Computing...", pg 54 TODO – come back to this; j is not defined in their expression (3.4)!

Usage

1
lre(theta.true, theta.hat, j = 1)

Arguments

theta.true

the true parameter vector

theta.hat

the estimated parameter vector

j

scaling factor

Value

a vector of the same length as theta.true


dfeehan/mortfit documentation built on Nov. 14, 2020, 9:04 p.m.