SEL-package(SEL)
SEL-package()所属R语言包:SEL
Semiparametric Elicitation of a bounded parameter.
半参数启发式有界的参数。
译者:生物统计家园网 机器人LoveR
描述----------Description----------
This package implements a novel method for fitting a bounded probability distribution to quantiles stated for example by an expert (see Bornkamp and Ickstadt (2009)). For this purpose B-splines are used, and the density is obtained by penalized least squares based on a Brier entropy penalty. The package provides methods for fitting the distribution as well as methods for evaluating the underlying density and cdf. In addition methods for plotting the distribution, drawing random numbers and calculating quantiles of the obtained distribution are provided.
这个包实现了一种新的方法,例如由专家(见Bornkamp和Ickstadt(2009))的位数表示有界概率分布拟合。为此目的使用的B-样条,并通过以下方式获得的密度补偿最小二乘基于上的石南木熵惩罚。该软件包提供的方法以及分布拟合方法评估的基本密度和cdf。此外,所提供的方法绘制的分布,绘制的随机数,并计算所得到的分布的分位数。
Details
详细信息----------Details----------
</table>
</ TABLE>
(作者)----------Author(s)----------
Bjoern Bornkamp
Maintainer: Bjoern Bornkamp <bornkamp@statistik.tu-dortmund.de>
参考文献----------References----------
Bornkamp, B. and Ickstadt, K. (2009). A Note on B-Splines for Semiparametric Elicitation. The American Statistician, 63, 373–377
O'Hagan A., Buck C. E., Daneshkhah, A., Eiser, R., Garthwaite, P., Jenkinson, D., Oakley, J. and Rakow, T. (2006), Uncertain Judgements: Eliciting Expert Probabilities, John Wiley and Sons Inc.
Garthwaite, P., Kadane, J. O'Hagan, A. (2005), Statistical Methods for Eliciting Probability Distributions, Journal of the American Statistical Association, 100, 680–701
Dierckx, P. (1993), Curve and Surface Fitting with Splines, Clarendon Press.
实例----------Examples----------
## example from O'Hagan et al. (2006)[例如,从欧哈根等人。 (2006)]
x <- c(177.5, 183.75, 190, 205, 220)
y <- c(0.175, 0.33, 0.5, 0.75, 0.95)
default <- SEL(x, y, Delta = 0.05, bounds = c(165, 250))
bernst <- SEL(x, y, d = 10, N = 0, Delta = 0.05, bounds = c(165, 250))
unifknots <- SEL(x, y, d = 3, N = 5, Delta = 0.05, bounds = c(165, 250))
lin <- SEL(x, y, d = 1, inknts = x, Delta = 0.05, bounds = c(165, 250))
comparePlot(default, bernst, unifknots, lin, type = "cdf")
comparePlot(default, bernst, unifknots, lin, type = "density")
## compare summaries[#比较摘要]
summary(default)
summary(bernst)
summary(unifknots)
summary(lin)
## sample from SEL object and evaluate density[#的样品从SEL对象和评估密度]
xxx <- rvSEL(50000, bernst)
hist(xxx, breaks=100, freq=FALSE)
curve(predict(bernst, newdata=x), add=TRUE)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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