objective               package:Davies               R Documentation

_T_h_e _o_b_j_e_c_t_i_v_e _f_u_n_c_t_i_o_n _f_o_r _f_i_t_t_i_n_g _t_h_e _D_a_v_i_e_s _d_i_s_t_r_i_b_u_t_i_o_n

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

     The ``distance"    of a dataset from a particular Davies
     distribution

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

     objective(params, dataset)
     objective.approx(params, dataset)

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

  params: A three-member vector holding~C , lambda1 and lambda2

 dataset: The dataset to be considered

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

     Used by the fit.davies.p() and fit.davies.q() functions.

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

     'objective' returns the ``distance" of a   dataset from a
     particular Davies distribution as measured by the sums of the
     squares of the differences between observed ('dataset' and
     expected ('expected.value()') values.

     'objective.approx()' uses 'expected.approx()' rather than
     'expected()' to calculate expectations, as per equation 6.

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

     Robin K. S. Hankin

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

     'fit.davies.p', 'fit.davies.q'

_E_x_a_m_p_l_e_s:

     params <- c(10,0.1,-0.1)
     x <- rdavies(100,params)
     objective(params,x)
     objective.approx(params,x)

     objective(least.squares(x),x)
     objective(davies.start(x),x)

       

