dusb: Uniform scaled beta distribution

In cctools: Tools for the Continuous Convolution Trick in Nonparametric Estimation

Description

The uniform scaled beta (USB) distribution describes the distribution of the random variable

U_{b, ν} = U + θ(B - 0.5),

where U is a U[-0.5, 0.5] random variable, B is a Beta(ν, ν) random variable, and theta > 0, ν >= 1.

Usage

dusb(x, theta = 0, nu = 5)

rusb(n, theta = 0, nu = 5, quasi = FALSE)

Arguments

x	vector of quantiles.
theta	scale parameter of the USB distribution.
nu	smoothness parameter of the USB distribution.
n	number of observations.
quasi	logical indicating whether quasi random numbers (qrng::ghalton()) should be used for generating uniforms (which are then transformed by the quantile function)

References

Nagler, T. (2017). A generic approach to nonparametric function estimation with mixed data. arXiv:1704.07457

Examples

# plot distribution
sq <- seq(-0.8, 0.8, by = 0.01)
plot(sq, dusb(sq), type = "l")
lines(sq, dusb(sq, theta = 0.25), col = 2)
lines(sq, dusb(sq, theta = 0.25, nu = 10), col = 3)

# simulate from the distribution
x <- rusb(100, theta = 0.3, nu = 0)

cctools documentation built on May 2, 2019, 8:51 a.m.