objective: The objective function for fitting the Davies distribution

Description

The “distance” of a dataset from a particular Davies distribution

Usage

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

Arguments

params

A three-member vector holding \(C\), \(\lambda_1\) and \(\lambda_2\)

dataset

The dataset to be considered

Value

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.

Details

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

Examples

Run this code

# NOT RUN {
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)
  
# }