Description Usage Arguments Details Value See Also Examples
These are functions to help in the creation and use of continuous effectiveness distributions.
1 2 3 4 5 6 7 | cap(x, xmin = 1e-06, xmax = 1 - xmin)
effContMean(qfun, abs.tol = 1e-06, subdivisions = 500)
effContVar(qfun, mu, abs.tol = 1e-06, subdivisions = 500)
effContTrunc(dfun, pfun, qfun, ...)
|
x |
a sample of effectiveness scores. |
xmin |
lowest value to cap scores. |
xmax |
highest value to cap scores. |
qfun |
a quantile function. |
abs.tol |
absolute accuracy requested, passed to |
subdivisions |
the maximum number of subintervals, passed to |
mu |
the expected value of the distribution (see |
dfun |
a density function. |
pfun |
a distribution function. |
... |
additional arguments passed to other functions, if any. |
cap
caps (censor) a variable from below and above.
effContMean
computes the expected value of a distribution by numerical integration of the
given quantile function.
effContVar
computes the variance of a distribution by numerical integration of the given
quantile function.
effContTrun
computes the density, distribution and quantile functions of the distribution
resulting from truncating a given distribution between 0 and 1.
cap
: the original vector, but censored.
effContMean
: the estimate of the expected value.
effContVar
: the estimate of the variance.
effContTrunc
: a list with components:
td | the truncated density function. |
tp | the truncated distribution function. |
tq | the truncated quantile function. |
1 2 3 4 5 6 7 8 9 10 11 12 13 | cap(c(0, .5, 1))
effContMean(function(p) qnorm(p, mean = 4))
effContMean(function(p) qbeta(p, 1, 2))
effContVar(function(p) qnorm(p, mean = 2, sd = 4), 2)
effContVar(function(p) qbeta(p, 1, 2), 1/3)
tr <- effContTrunc(dnorm, pnorm, qnorm, mean = .8, sd = .3)
x01 <- seq(0, 1, .01)
plot(x01, tr$d(x01), type = "l")
plot(x01, tr$p(x01), type = "l")
plot(x01, tr$q(x01), type = "l")
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.