twCoefLogitnormN

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Description

Estimating coefficients of logitnormal distribution from a vector of quantiles and perentiles (non-vectorized).

Usage

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twCoefLogitnormN(quant, perc = c(0.5, 0.975), method = "BFGS", 


    theta0 = c(mu = 0, sigma = 1), returnDetails = FALSE, 


    ...)

Arguments

quant

the quantile values

perc

the probabilites for which the quantiles were specified

method

method of optimization (see optim)

theta0

starting parameters

returnDetails

if TRUE, the full output of optim is returned instead of only entry par

...

further parameters passed to optim, e.g. control=list(maxit=1000)

Value

named numeric vector with estimated parameters of the logitnormal distrubtion.

names: c("mu","sigma")

Author(s)

Thomas Wutzler

See Also

logitnorm

Examples

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    # experiment of re-estimation the parameters from generated observations


    thetaTrue <- c(mu=0.8, sigma=0.7)


    obsTrue <- rlogitnorm(thetaTrue["mu"],thetaTrue["sigma"], n=500)


    obs <- obsTrue + rnorm(100, sd=0.05)        # some observation uncertainty


    plot(density(obsTrue),col="blue"); lines(density(obs))


    


    # re-estimate parameters based on the quantiles of the observations


(theta <- twCoefLogitnorm( median(obs), quantile(obs,probs=0.9), perc = 0.9))





    # add line of estimated distribution


x <- seq(0,1,length.out=41)[-c(1,41)]	# plotting grid


    dx <- dlogitnorm(x,mu=theta[1],sigma=theta[2])


    lines( dx ~ x, col="orange")