quantSEL: Calculate quantiles of an SEL object.

In SEL: Semiparametric Elicitation

Calculate quantiles of an SEL object.

Description

Returns the quantiles of the fitted distribution.

Usage

quantSEL(q, object, nPoints = 1000)

Arguments

q	A vector of quantiles.
object	An SEL object.
nPoints	Number of evaluations for the brute force inversion of the expert cdf (see details).

Details

The inverse of the distribution function is formed by evaluating the distribution function at nPoints points and interchanging the role of dependent and independent variable when building a function interpolating the data (using splinefun with "monoH.FC" option). Note that there are also direct ways of inverting a B-spline function, which however turned out to be less efficient for our purposes.

Value

A vector of quantiles.

Author(s)

Bjoern Bornkamp

References

Bornkamp, B. and Ickstadt, K. (2009). A Note on B-Splines for Semiparametric Elicitation. The American Statistician, 63, 373–377

See Also

SEL, splinefun

Examples

## example from O'Hagan et al. (2006)
x <- c(177.5, 183.75, 190, 205, 220)
y <- c(0.175, 0.33, 0.5, 0.75, 0.95)

default   <- SEL(x, y, Delta = 0.05, bounds = c(165, 250))
bernst    <- SEL(x, y, d = 10, N = 0, Delta = 0.05, bounds = c(165, 250))
unifknots <- SEL(x, y, d = 3, N = 5, Delta = 0.05, bounds = c(165, 250))
lin       <- SEL(x, y, d = 1, inknts = x, Delta = 0.05, bounds = c(165,250))
quantSEL(c(0.25, 0.5, 0.75), default)
quantSEL(c(0.25, 0.5, 0.75), bernst)
quantSEL(c(0.25, 0.5, 0.75), unifknots)
quantSEL(c(0.25, 0.5, 0.75), lin)

SEL documentation built on Nov. 25, 2023, 5:09 p.m.