regime_distance {gmvarkit}R Documentation

Calculate "distance" between two (scaled) regimes \upsilon_{m} = (\phi_{m,0},\phi_{m},\sigma_{m})

Description

regime_distance calculates "distance" between two scaled regimes. This is used in the genetic algorithm.

Usage

regime_distance(regime_pars1, regime_pars2)

Arguments

regime_pars1

a length pd^2+d+d(d+1)/2 vector \upsilon_{m} = (\phi_{m,0},\phi_{m},\sigma_{m}).

regime_pars2

a length pd^2+d+d(d+1)/2 vector \upsilon_{m} = (\phi_{m,0},\phi_{m},\sigma_{m}).

Value

Returns "distance" between regime_pars1 and regime_pars2. Values are scaled before calculating the "distance". Read the source code for more details.

Warning

No argument checks!

References

@keywords internal


[Package gmvarkit version 2.1.3 Index]