Description Usage Arguments Details Value See Also Examples
View source: R/ALL.FUNCTIONS.R
Given observations on several order statistics, this function use the B-Spline linear regression estimator (Chou and Tao, 2010) to estimate the corresponding parent distribution of these order statistics nonparametrically.
1 |
dat |
a list consisting of the vectors of observations on various order statistics. |
orderinfo |
a matrix about the ranks and the sizes of various order statistics. |
degree |
the degree of B-spline used for estimation. The default is 3, i.e. cubic B-spline. |
support |
a vector specifying the support of the parent distribution. If unknown, it can be omitted, and the interval of data will be used as the support. |
constraint |
whether add monotone constraints in estimation. The default is no (FALSE). |
The details about specifying the above arguments can be found in bgmm
.
blr
gives a list consisting of two element: betahat
and n.knots
. These two elements will be used in parentest
for estimation of parent cdf.
1 2 3 4 5 6 7 8 9 10 11 12 | n.order<-c(20, 20, 60) # number of observations for each order statistic below.
m<-5 # the size of random samples is 5.
# The three order statistics are 1:5 (the minimum), 3:5 (the sample median),
# and 5:5 (the maximum)
rank.x<-c(1, 3, 5)
data.example<-list()
for(i in 1:3){
sorted.sample<-t(apply(matrix(rnorm(m*n.order[i]),nr=n.order[i],nc=m), 1, sort))
data.example[[i]]<-sorted.sample[,rank.x[i]]
}
order.example<-rbind(c(1, 5), c(3, 5), c(5, 5), deparse.level=0)
blr.example<-blr(data.example, order.example)
|
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