Description Usage Arguments Details Value See Also Examples
View source: R/ALL.FUNCTIONS.R
Using the output from blr
or bgmm
, this function gives rise to estimates of parent cdf for any given value.
1 |
x0 |
the value whose parent cdf's are wanted. It can either be a scalar or a vector. |
beta.hat |
the estimate of control variables. |
n.knots |
the number of inner knots. |
degree |
the degree of B-spline. The default is 3, i.e. a 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. |
Together with blr
and/or bgmm
, this function can be estimate the parent cdf of any given value.
The estimates of parent cdf's of x0
. NOTE that the degree used in parentest
should be consistent with the degree used in estimation of control variables.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | 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)
# Based on 'blr.example', we can estimate the parent cdf of given values, like data.example[[3]]
parenthat<-parentest(data.example[[3]], blr.example$betahat, blr.example$n.knots)
|
Loading required package: splines
Loading required package: Matrix
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