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.

Author
Bjoern Bornkamp
Date of publication
2010-05-23 07:10:59
Maintainer
Bjoern Bornkamp <bornkamp@statistik.tu-dortmund.de>
License
GPL
Version
1.0-2

View on CRAN

Man pages

comparePlot
Compare different elicitated densities.
fit.SEL
Fit an SEL object
getbinPost
Calculate posterior distribution for binomial model
knotave
Calculate the knot averages of a B-spline basis.
min.abs
Find gamma given Delta
plot.SEL
Plotting an SEL object
predict.SEL
Evaluate the expert's density (or cdf)
quantSEL
Calculate quantiles of an SEL object.
rvSEL
Simulate from the expert's distribution
SEL
Semiparametric Elicitation of a bounded parameter
SEL-internal
SEL internal functions
SEL-package
Semiparametric Elicitation of a bounded parameter.

Files in this package

SEL
SEL/R
SEL/R/SEL.R
SEL/ChangeLog
SEL/tests
SEL/tests/SELtests.Rout
SEL/tests/SELtests.R
SEL/NAMESPACE
SEL/DESCRIPTION
SEL/man
SEL/man/knotave.Rd
SEL/man/predict.SEL.Rd
SEL/man/comparePlot.Rd
SEL/man/SEL-package.Rd
SEL/man/getbinPost.Rd
SEL/man/plot.SEL.Rd
SEL/man/min.abs.Rd
SEL/man/SEL.Rd
SEL/man/rvSEL.Rd
SEL/man/fit.SEL.Rd
SEL/man/quantSEL.Rd
SEL/man/SEL-internal.Rd
SEL/src
SEL/src/knotave.c