Description Usage Arguments Details Value Author(s) Examples
View source: R/ParameterTransformation.R
Transform distribution parameters into the unrestricted parameters. The unrestricted vector of parameters is updated using the GAS recursion.
1 | UniUnmapParameters(Theta, Dist)
|
Theta |
|
Dist |
|
The order of the parameters is generally: location
, scale
, skewness
, shape
, shape2
.
When the distribution defined by Dist
does not have, say, the shape
parameter, this should be simply omitted.
See also DistInfo for specific distributions.
A numeric
vector of parameters.
Leopoldo Catania
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | # Unmap parameters for the Student-t distribution
library("GAS")
Dist = "std"
# Vector of parameters such that,
# Theta = c(0, 1.5 ,7), i.e., location = 0, scale = 1.5,
# degrees of freedom = 7.
Theta = c(0.1, 1.5, 7)
Theta_tilde = UniUnmapParameters(Theta, Dist)
Theta_tilde
# It works.
all(abs(UniMapParameters(Theta_tilde, Dist) - Theta) < 1e-16)
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