Tool function to construct the quadratic form \(x'Qx + b'x\) to be minimized to construct the IFSP operator.
ifsp.setQF(m, s, a, n = 10)
the matrix of the quadratic form
the matrix of the quadratic form
the vector of the sample or true moments of the target function
the vector of coefficients \(s_i\) in: \(w_i = s_i *x + a_i\)
the vector of coefficients \(a_i\) in: \(w_i = s_i *x + a_i\)
number of parameter to use in the IFSP operator, default = 10
S. M. Iacus
This operator is intended to approximate a continuous distribution function of a random variable on [0,1]. If moments are estimated on a random sample, then the IFSP operator is an estimator of the distribution function of the data.
Iacus, S.M, La Torre, D. (2005) Approximating distribution functions by iterated function systems, Journal of Applied Mathematics and Decision Sciences, 1, 33-46.
ifs