Description Usage Arguments Value
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)!
1 | lre(theta.true, theta.hat, j = 1)
|
theta.true |
the true parameter vector |
theta.hat |
the estimated parameter vector |
j |
scaling factor |
a vector of the same length as theta.true
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