split_disc_cont_ps_qs: Split ps and qs into those corresponding to discrete and...

In distfromq: Reconstruct a Distribution from a Collection of Quantiles

Split ps and qs into those corresponding to discrete and continuous parts of a distribution.

Description

Split ps and qs into those corresponding to discrete and continuous parts of a distribution.

Usage

split_disc_cont_ps_qs(
  ps,
  qs,
  dup_tol = 1e-06,
  zero_tol = 1e-12,
  is_hurdle = FALSE
)

Arguments

ps	vector of probability levels
qs	vector of quantile values corresponding to ps
dup_tol	numeric tolerance for identifying duplicated values indicating a discrete component of the distribution. If there is a run of values where each consecutive pair is closer together than the tolerance, all are labeled as duplicates even if not all values in the run are within the tolerance.
zero_tol	numeric tolerance for identifying values in qs that are (approximately) zero.
is_hurdle	boolean indicating whether or not this is a hurdle model. If so, qs of zero always indicate the presence of a point mass at 0. In this case, 0 is not included among the returned cont_qs. Setting this argument to TRUE is primarily appropriate when we are working with a distributional family that is bounded above 0 (and may have density 0 at 0) such as a lognormal.

Value

named list with the following entries:

• disc_weight: estimated numeric weight of the discrete part of the distribution.

• disc_ps: estimated probabilities of discrete components. May be numeric(0) if there are no estimated discrete components.

• disc_qs: locations of discrete components, corresponding to duplicated values in the input qs. May be numeric(0) if there are no discrete components.

• cont_ps: probability levels for the continuous part of the distribution

• cont_qs: quantile values for the continuous part of the distribution

• disc_ps_range: a list of length equal to the number of point masses in the discrete distribution. Each entry is a numeric vector of length two with the value of the CDF approaching the point mass from the left and from the right.

distfromq documentation built on Sept. 14, 2024, 1:07 a.m.