setQF                  package:ifs                  R Documentation

_S_e_t _u_p _t_h_e _Q_u_a_d_r_a_t_i_c _F_o_r_m

_D_e_s_c_r_i_p_t_i_o_n:

     Tool function to construct the quadratic form x'Qx + b'x to be
     minimized to construct the IFS estimator.

_U_s_a_g_e:

     setQF(m, s, a, n = 10)

_A_r_g_u_m_e_n_t_s:

       m: the vector of the sample or true moments

       s: the vector of coefficients s_i in: w_i = s_i *x + a_i

       a: the vector of coefficients a_i in: w_i = s_i *x + a_i

       n: number of parameter to use in the IFS estimator, default = 10

_D_e_t_a_i_l_s:

     This estimator is intended to estimate the continuous distribution
     function of a random variable on [0,1]. The estimator is a
     continuous function not everywhere differentiable.

_V_a_l_u_e:

       Q: the matrix of the quadratic form

       b: the matrix of the quadratic form

_A_u_t_h_o_r(_s):

     S. M. Iacus

_R_e_f_e_r_e_n_c_e_s:

     S. M. Iacus and D. La Torre (2002) _Approximating distribution
     functions by iterated function systems_, JAM&DS, to appear.

_S_e_e _A_l_s_o:

     'ifs'

