Semiparametric Elicitation
Description
Implements a method for fitting a bounded probability
distribution to quantiles (for example stated by an expert),
see Bornkamp and Ickstadt (2009) for details. 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.