SEL (version 1.0-4)

rvSEL: Simulate from the expert's distribution

Description

Simulate random variables from an SEL object.

Usage

rvSEL(n, object, nPoints = 1000)

Value

A numeric vector containing pseudo-random variates from the expert's density.

Arguments

n

Number of simulated values.

object

An SEL object.

nPoints

Number of evaluations for the brute force inversion of the expert cdf.

Author

Bjoern Bornkamp

Details

The inverse of the distribution function is formed by evaluating the distribution function at nPoints points and interchanging the role of dependent and independent variable when building an function interpolating the data (using splinefun with "monoH.FC" option). Note that there are also direct ways of inverting a B-spline function, which however turned out to be less efficient for our purposes.

References

Bornkamp, B. and Ickstadt, K. (2009). A Note on B-Splines for Semiparametric Elicitation. The American Statistician, 63, 373--377

See Also

SEL, splinefun

Examples

## bimodal example 
x2 <- c(0.1, 0.2, 0.5, 0.8, 0.9)
y2 <- c(0.2, 0.4, 0.45, 0.85, 0.99)

fit1 <- SEL(x2, y2, Delta=0.05, d = 4, inknts = x2)
fit2 <- SEL(x2, y2, Delta=0.05, d = 15, N = 0)
comparePlot(fit1, fit2, superpose = TRUE)

## sample from SEL object
xxx <- rvSEL(50000, fit1)
hist(xxx, breaks=100, freq=FALSE)
curve(predict(fit1, newdata=x), add=TRUE)