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.

AuthorBjoern Bornkamp
Date of publication2010-05-23 07:10:59
MaintainerBjoern Bornkamp <bornkamp@statistik.tu-dortmund.de>
LicenseGPL
Version1.0-2

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