Gaussbound: Compute the Gauss bounds for a random variable.
In regspec: Non-Parametric Bayesian Spectrum Estimation for Multirate Data
Description
Usage
Arguments
Value
Author(s)
References
Examples
Description
This is a simple function that computes bounds for a credible interval
according to Gauss's inequality. If a random variable has a Lebesgue density
with a single mode (mode) and a finite expected squared
deviation (tau^2) from this mode,
then Gauss's inequality tells us that at least a
given proportion (prob) of the distribution's mass lies within a
finite symmetric interval centred on the mode.
Usage
1
Gaussbound(mode, tau, prob)
Arguments
mode
Numeric. The location of the density's mode.
tau
Numeric. The square root of the expected squared deviation from the mode.
prob
Numeric. A lower bound on the probability mass that is contained within the interval
Value
An ordered vector containing the lower and upper bounds of the interval.
Author(s)
Ben Powell
References
Pukelsheim, F. (1994) The Three Sigma Rule. The American Statistician
48, 88-91.
Examples
1
Gaussbound(1,1,0.9)
regspec documentation built on May 29, 2017, 6:53 p.m.
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Description Usage Arguments Value Author(s) References Examples
Description
This is a simple function that computes bounds for a credible interval
according to Gauss's inequality. If a random variable has a Lebesgue density
with a single mode (mode) and a finite expected squared
deviation (tau^2) from this mode,
then Gauss's inequality tells us that at least a
given proportion (prob) of the distribution's mass lies within a
finite symmetric interval centred on the mode.
Usage
1 | Gaussbound(mode, tau, prob)
|
Arguments
mode |
Numeric. The location of the density's mode. |
tau |
Numeric. The square root of the expected squared deviation from the mode. |
prob |
Numeric. A lower bound on the probability mass that is contained within the interval |
Value
|
An ordered vector containing the lower and upper bounds of the interval. |
Author(s)
Ben Powell
References
Pukelsheim, F. (1994) The Three Sigma Rule. The American Statistician 48, 88-91.
Examples
1 | Gaussbound(1,1,0.9)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
As an Amazon Associate I earn from qualifying purchases.
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