Description Usage Arguments Details Value Author(s) References See Also Examples
minxent.single estimates the Minimum Cross Entropy Distribution (MinxEnt) under a single constraint for corresponding observed probabilities by using Kullback minimum cross entropy principle.
1 2 | ## S3 method for class 'single'
minxent(q, G, eta, lambda)
|
q |
a priori distribution. |
G |
matrix of moment vector function. |
eta |
vector of one moment constraint. |
lambda |
initial point for langrangian multiplier. |
If "minxent"
is obtained under single constraint arising from
the knowledge of the mean of the system and taking a priori distribution to be a
uniform distribution then this distribution is equivalent to Maxwell-Boltzmann
distribution which has importance in statistical mechanics (Kapur&Kesavan,
1992). One can also use different moment constraint and obtain different
MinxEnt distributions.
"minxent.single"
returns an estimate of Lagrange multipliers and
minimum cross entropy distribution under single constraint which is specified by
user.
Senay Asma
Kapur, J.N. and Kesavan, H.K.(1992), Entropy Optimization Principle with Applications, Academic Pres.
1 2 3 4 | q <- c(0.05,0.10,0.15,0.20,0.22,0.28) # a priori distribution
G <- matrix(c(rep(1,6),1:6),byrow=TRUE,nrow=2) # matrix of moment vector function of observed data
eta <- c(1,4.5) # vector of moment constraints
minxent.single(q=q,G=G,eta=eta,c(0)) # estimate of lagrangian multipliers and Kullback minimimum cross entropy distribution
|
$Langrangians
[1] 0.4460205 -0.1015608
$Estimates
[1] 0.03543016 0.07843508 0.13022935 0.19220067 0.23402102 0.32968372
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.