ifsp.cf {ifs}

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)

Arguments

Q

the matrix Q of x'Qx + b'x

b

the vector b of x'Qx + b'x

Value

p

the vector of the coefficients to be plugged into the IFS

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