min_abs

Find gamma so that squareroot of average squared distance of fitted
 distribution and statements is equal to <code>Delta</code> (using the
 <code>uniroot</code> function). This function is
 not meant to be called by the user, unless one is familiar with the
 source code.

 misc 

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.

Bjoern Bornkamp

Semiparametric Elicitation

min_abs function

<dl> <dt>Delta</dt>
<dd>Average root of squared error to be achieved with fitted distribution.</dd> <dt>N</dt>
<dd>Matrix containing the B-spline basis functions evaluated at
 the elicited quantiles.</dd> <dt>alpha</dt>
<dd>Vector giving the levels of the elicited quantiles.</dd> <dt>P</dt>
<dd>Penalty matrix (called Omega in reference below).</dd> <dt>A,b</dt>
<dd>Matrix and vector containing the specifying the constraints A'b &gt;= 0.</dd> <dt>lb, ub</dt>
<dd>lower and upper bound to search for gamma.</dd> <dt>dplus</dt>
<dd>offset integral needed when divergence instead of entropy
 is used.</dd></dl>

Arguments

Author

Find gamma given Delta — min_abs

<dl>

 <dt>Delta</dt>
<dd>Average root of squared error to be achieved with fitted distribution.</dd>

 <dt>N</dt>
<dd>Matrix containing the B-spline basis functions evaluated at
 the elicited quantiles.</dd>

 <dt>alpha</dt>
<dd>Vector giving the levels of the elicited quantiles.</dd>

 <dt>P</dt>
<dd>Penalty matrix (called Omega in reference below).</dd>

 <dt>A,b</dt>
<dd>Matrix and vector containing the specifying the constraints A'b &gt;= 0.</dd>

 <dt>lb, ub</dt>
<dd>lower and upper bound to search for gamma.</dd>

 <dt>dplus</dt>
<dd>offset integral needed when divergence instead of entropy
 is used.</dd>

</dl>

min_abs: Find gamma given Delta

Description

Usage

Value

Arguments

Author

References

See Also