pauwels2014 (version 1.0)

risk_theta_fun: Risk function

Description

Compute the risk between two different parameter values.

Usage

risk_theta_fun(theta1, theta2, n_params)

Arguments

theta1

A first parameter array.

theta2

A second parameter array.

n_params

Number of parameters to be estimated in the two arrays.

Value

A numerical value.

Details

The default is averaged squared difference between log values of parameters

Examples

theta1 <- sample(1:10000, size = 100)
theta2 <- sample(1:10000, size = 100)
n <- 50

risk_theta_fun(theta1, theta2, n)