Create optimal spending function for the specified marginal distribution
1 2 3 | make_w_theta(marginal_fun, sigma, t, ..., alpha = 0.05, theta_min = -7,
theta_max = 7, num_theta = 5000, epsilon = 1e-10,
verbose = FALSE)
|
marginal_fun |
function for marginal density of y |
sigma |
standard deviation for sampling model |
t |
truncation point |
... |
additional arguments to marginal function |
alpha |
confidence level |
theta_min |
minimal theta to create spending function |
theta_max |
maximum theta to create spending function |
num_theta |
length of theta grid |
epsilon |
starting point for root finding |
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