geex (version 1.1.1)

create_GFUN: Creates a function that sums over psi functions

Description

From a list of \(\psi(O_i, \theta)\) for i = 1, ..., m, creates \(G_m = \sum_i \psi(O_i, \theta)\), called GFUN. Here, \(\psi(O_i, \theta)\) is the *inner* part of an estFUN, in that the data is fixed and \(G_m\) is a function of \(\theta)\).

Usage

create_GFUN(object, ...)
# S4 method for m_estimation_basis
create_GFUN(object)

Value

a function

Arguments

object

an object of class m_estimation_basis

...

additional arguments passed to other methods

Examples

myee <- function(data){
   function(theta){
    c(data$Y1 - theta[1],
     (data$Y1 - theta[1])^2 - theta[2])
   }
 }
mybasis <- create_basis(
   estFUN = myee,
   data   = geexex)
f <- grab_GFUN(create_GFUN(mybasis))

# Evaluate GFUN at mean and variance: should be close to zero
n <- nrow(geexex)
f(c(mean(geexex$Y1), var(geexex$Y1) * (n - 1)/n))