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ifs (version 0.1.10)

ifsp.cf: Calculates the main parameters of the IFS estimators

Description

Tool function to construct and find the solution of the minimization problem involving the quadratic form \(x'Qx + b'x\). Not an optimal one. You can provide one better then this.

Usage

ifsp.cf(Q,b)

Value

p

the vector of the coefficients to be plugged into the IFS

Arguments

Q

the matrix \(Q\) of \(x'Qx + b'x\)

b

the vector \(b\) of \(x'Qx + b'x\)

References

Iacus, S.M, La Torre, D. (2005) Approximating distribution functions by iterated function systems, Journal of Applied Mathematics and Decision Sciences, 1, 33-46.

See Also

ifs