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Create a CGF object from user-defined functions

Source: R/A-CGF_base.R
createCGF.Rd

This creates an object of type CGF using user-supplied functions. You supply the five essential methods (K, K1, K2, K3operator, K4operator) plus any optional overrides (e.g., tilting_exponent or neg_ll), and it returns a CGF instance.

Usage

createCGF(
  K,
  K1,
  K2,
  K3operator,
  K4operator,
  ineq_constraint = NULL,
  analytic_tvec_hat = NULL,
  rsim = NULL,
  op_name = "UnnamedOperation",
  tilting_exponent = NULL,
  neg_ll = NULL,
  func_T = NULL,
  K2_solve = NULL,
  logdetK2 = NULL,
  K4operatorAABB = NULL,
  K3K3operatorAABBCC = NULL,
  K3K3operatorABCABC = NULL,
  K4operatorAABB_factored = NULL,
  K3K3operatorAABBCC_factored = NULL,
  K3K3operatorABCABC_factored = NULL,
  K2operator = NULL,
  K2operatorAK2AT = NULL,
  ...
)

Arguments

K

A function K(tvec, parameter_vector) -> numeric scalar.

K1

A function K1(tvec, parameter_vector) -> numeric vector.

K2

A function K2(tvec, parameter_vector) -> numeric matrix.

K3operator

A function implementing the third-order operator.

K4operator

A function implementing the fourth-order operator.

ineq_constraint

Optional function for inequality constraints.

analytic_tvec_hat

Optional function for an analytic solution of the saddlepoint equation. If provided, call it via cgf$analytic_tvec_hat(x, param).

rsim

Optional simulation method. A function of the form function(n, vector_length, parameter_vector, tvec = NULL, ...) returning a numeric vector of length n * vector_length or a vector_length x n matrix. If supplied, the resulting CGF exposes $rsim() and $has_rsim.

op_name

A descriptive label for the CGF object/operation. Default is "UnnamedOperation".

tilting_exponent

(optional) Overriding function for the tilting exponent.

neg_ll

(optional) Overriding function for the negative log-likelihood.

func_T

(optional) Overriding function for the first-order correction term.

K2_solve, logdetK2

(optional) Overriding numerical helper methods.

K4operatorAABB_factored, K3K3operatorAABBCC_factored, K3K3operatorABCABC_factored

(optional) Overriding factored-operator methods.

K2operator, K2operatorAK2AT, K4operatorAABB, K3K3operatorAABBCC, K3K3operatorABCABC

(optional) Overriding operator methods.

...

Additional named methods or overrides.

Value

An object of class CGF.