setQF {ifs} | R Documentation |
Tool function to construct the quadratic form x'Qx + b'x to be minimized to construct the IFS estimator.
setQF(m, s, a, n = 10)
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 |
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.
Q |
the matrix of the quadratic form |
b |
the matrix of the quadratic form |
S. M. Iacus
S. M. Iacus and D. La Torre (2002) Approximating distribution functions by iterated function systems, JAM&DS, to appear.