rJeffreys: Randomly generate values distributed according to a Jeffreys...

In infutil: Information Utility

Description

This function generates values distributed according to a Jeffreys prior, using the probability integral transform.

Usage

rJeffreys(n, prior, range.int = c(-Inf, Inf))

Arguments

n	The number of values to be generated.
prior	A prior density in the form of a function, such as that returned by Jeffreys.
range.int	The integration range used in generating random deviates.

Details

This function generates random values distributed according to a Jeffreys prior (e.g., as used to estimate the criterion information utility) using the generalized inverse transformation of random uniform (0,1) values.

The prior must be specified as a function taking a quantile and returning a density, such as is returned by Jeffreys (note that prior could be any density function, not just a Jeffreys prior, in which case it would return random deviates distributed according to that density).

Value

A vector of values distributed according to the density specified by the prior function.

Author(s)

Kristian E. Markon

References

Robert, C. P., & Casella, G. (1999). Monte Carlo statistical methods. New York: Springer.

Markon, K. E. (2013). Information utility: Quantifying the total psychometric information provided by a measure. Psychological Methods, 18, 15-35. doi: 10.1037/a0030638..

See Also

Jeffreys, which can be used to create a prior density function; also, iota.c, which uses rJeffreys to estimate the criterion information utility.

Examples

ltm.lsat <- ltm(LSAT~z1, IRT=FALSE)
rJeffreys(100, Jeffreys(ltm.lsat))

Example output

Loading required package: ltm
Loading required package: MASS
Loading required package: msm
Loading required package: polycor
  [1]  -3.84167683  -4.19108527  -2.78245203   2.43538480  -1.07582242
  [6]   0.35189886   2.74270474  -2.70168706  -4.91069478  -2.71502843
 [11]  -8.16121753   2.63788052   3.09088983  -0.57092333   5.18436370
 [16]   1.24720861  -2.73048539   0.85220781   4.15685647  -3.33661212
 [21]   1.79262071   2.63485083  -2.73245193  -5.04631468  -3.52809119
 [26]   3.79899960  -5.62864141  -0.91154392  -0.80050088  -5.41294605
 [31]  -8.89729886  -4.57289623  -1.57960910  -3.43710599   1.17698847
 [36]   0.91875543   1.93732531  -3.67109530   3.76026533   6.00457569
 [41]  -0.20642020   2.88765214  -4.55351300  -3.22702379  -9.94572914
 [46]   2.46739191   1.66308408  -2.47944537 -11.08217421  -2.65767585
 [51]  -1.81837673  -9.64463272  -4.82012990   1.89995713  -0.48761721
 [56]  -0.68928532  -0.33915828   2.18698186  -0.20289909  -0.98076958
 [61]  -2.85607966  -0.49281002  -3.28256987 -10.22020953  -2.81096677
 [66]  -1.20005235  -1.55898856  -1.69829887  -5.10151436   0.37036917
 [71]  -2.40442231   4.33028371  -1.99449725  -1.20317252  -2.60714241
 [76]   0.26520151  -3.86300910  -3.05963741   1.95868692  -8.61897306
 [81]   6.36996831  -1.32973189  -1.04614645  -1.19724592  -1.54716702
 [86]   4.80590759  -1.92209483  -4.27394606  -3.70963375  -3.34122254
 [91]  -0.06582546 -11.82850373  -4.40954961   1.02123772  -3.68173562
 [96]   0.01219521  -3.26273888  -3.32911872  -0.79522731  -4.86303574

infutil documentation built on May 1, 2019, 9:15 p.m.