SEL: Semiparametric elicitation
Version 1.0-2

This package implements a novel method for fitting a bounded probability distribution to quantiles (for example stated by an expert), see Bornkamp and Ickstadt (2009) for details. For this purpose B-splines are used, and the density is obtained by penalized least squares based on a Brier entropy penalty. The package provides methods for fitting the distribution as well as methods for evaluating the underlying density and cdf. In addition methods for plotting the distribution, drawing random numbers and calculating quantiles of the obtained distribution are provided.

Package details

AuthorBjoern Bornkamp
Date of publication2010-05-23 07:10:59
MaintainerBjoern Bornkamp <[email protected]>
LicenseGPL
Version1.0-2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SEL")

Try the SEL package in your browser

Any scripts or data that you put into this service are public.

SEL documentation built on May 29, 2017, 2:51 p.m.