distrEx (version 2.9.5)

PrognCondDistribution: Generating function for PrognCondDistribution-class

Description

Generates an object of class "PrognCondDistribution".

Usage

PrognCondDistribution(Regr, Error,
             rel.tol= getdistrExOption("ErelativeTolerance"), 
             lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"), 
             upperTruncQuantile = getdistrExOption("EupperTruncQuantile"), 
             IQR.fac = getdistrExOption("IQR.fac"))

Value

Object of class "PrognCondDistribution"

Arguments

Regr

object of class AbscontDistribution; the distribution of X.

Error

object of class AbscontDistribution; the distribution of eps.

rel.tol

relative tolerance for distrExIntegrate.

lowerTruncQuantile

lower quantile for quantile based integration range.

upperTruncQuantile

upper quantile for quantile based integration range.

IQR.fac

factor for scale based integration range (i.e.; median of the distribution \(\pm\)IQR.fac\(\times\)IQR).

Author

Peter Ruckdeschel ,

Details

For independent r.v.'s X,E with univariate, absolutely continuous (a.c.) distributions Regr and Error, respectively, PrognCondDistribution() returns the (factorized, conditional) posterior distribution of X given X+E=y. as an object of class PrognCondDistribution.

See Also

PrognCondDistribution-class; demo(Prognose.R).

Examples

PrognCondDistribution(Error = ConvexContamination(Norm(), Norm(4,1), size=0.1))