| ReferenceMeasureTransformed | R Documentation |
The reference measure is created by transforming a ReferenceMeasure Uniform to a given distributions based using a distribution function and a quantile function.
ReferenceMeasureTransformed(
cdf = c("pnorm", "pbeta", "pcauchy", "pchisq", "pexp", "pf", "pgamma", "plnorm",
"plogis", "pt", "punif", "pweibull", "pwilcox"),
qf = cdf2qf(cdf, ...),
...,
pdf = cdf2density(cdf, ...),
reference = StdReferenceMeasureUnif01,
.args = list(...),
.eps = 1e-07
)
## S3 method for class 'ReferenceMeasureTransformed'
getSample(x, ...)
cdf |
the cumulative distribution function of the reference measure. For the standard distributions listed as default argument, it can be provided as a string. In this case the corresponding quantile and density functions are selected automatically. The distribution parameters should be provided in ... |
qf |
the corresponding quantile function, mapping a value of the reference measure to its quantiles. |
... |
further arguments for cdf, qf, and lebesgue_density |
pdf |
a function representing the Lebesgue Density (aka as probability density function) of the measure, for conversion to and from pdfs. |
reference |
the underlying untransformed reference measure to be used |
.args |
the list of further arguments to cdf and qf |
.eps |
the precision to check the roundtrip between |
x |
a ReferenceMeasureTransformed object |
a reference measure with representing the reference measure described by the distribution and quantile function.
getSample(ReferenceMeasureTransformed): returns transformed sample from the underlying reference
Other ReferenceMeasures:
B2N01,
ReferenceMeasureDiscrete(),
ReferenceMeasureUniform(),
StdReferenceMeasureUnif01,
expectation(),
getSample(),
isInDomain()
rmt = ReferenceMeasureTransformed(pnorm,qnorm,mean=2,sd=2)
isInDomain(0:17,rmt)
expectation(rmt,\(x) x^2)
hist(getSample(rmt))
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