setQF {ifs}R Documentation

Set up the Quadratic Form

Description

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

Usage

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

Arguments

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

Details

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.

Value

Q the matrix of the quadratic form
b the matrix of the quadratic form

Author(s)

S. M. Iacus

References

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

See Also

ifs


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