twCoefLogitnormE: twCoefLogitnormE

In logitnorm: Functions for the Logitnormal Distribution

Description

Estimating coefficients of logitnormal distribution from expected value, i.e. mean, and upper quantile.

Usage

twCoefLogitnormE(mean, quant, perc = c(0.975), method = "BFGS", 


    theta0 = c(mu = 0, sigma = 1), returnDetails = FALSE, 


    ...)

Arguments

mean	the expected value of the density function
quant	the quantile values
perc	the probabilites for which the quantiles were specified
method	method of optimization (see optim)
theta0	starting parameters
returnDetails	if TRUE, the full output of optim is returned with attribut resOptim
...

Value

named numeric matrix with estimated parameters of the logitnormal distrubtion.

colnames: c("mu","sigma")

Author(s)

Thomas Wutzler

See Also

logitnorm

Examples

# estimate the parameters


(thetaE <- twCoefLogitnormE(0.7,0.9))





x <- seq(0,1,length.out=41)[-c(1,41)]	# plotting grid


px <- plogitnorm(x,mu=thetaE[1],sigma=thetaE[2])	#percentiles function


plot(px~x); abline(v=c(0.7,0.9),col="gray"); abline(h=c(0.5,0.975),col="gray")


dx <- dlogitnorm(x,mu=thetaE[1],sigma=thetaE[2])	#density function


plot(dx~x); abline(v=c(0.7,0.9),col="gray")





z <- rlogitnorm(1e5, mu=thetaE[1],sigma=thetaE[2])


mean(z)	# about 0.7





# vectorized


(theta <- twCoefLogitnormE(mean=seq(0.4,0.8,by=0.1),quant=0.9))

logitnorm documentation built on May 2, 2019, 6:15 p.m.