SEL: Semiparametric elicitation
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.
- Bjoern Bornkamp
- Date of publication
- 2010-05-23 07:10:59
- Bjoern Bornkamp <email@example.com>
- Compare different elicitated densities.
- Fit an SEL object
- Calculate posterior distribution for binomial model
- Calculate the knot averages of a B-spline basis.
- Find gamma given Delta
- Plotting an SEL object
- Evaluate the expert's density (or cdf)
- Calculate quantiles of an SEL object.
- Simulate from the expert's distribution
- Semiparametric Elicitation of a bounded parameter
- SEL internal functions
- Semiparametric Elicitation of a bounded parameter.
Files in this package