twCoefLogitnormN: twCoefLogitnormN

In logitnorm: Functions for the Logitnormal Distribution

Description

Estimating coefficients of logitnormal distribution from a vector of quantiles and perentiles (non-vectorized).

Usage

twCoefLogitnormN(quant, perc = c(0.5, 0.975), method = "BFGS", 


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


    ...)

Arguments

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 instead of only entry par
...	further parameters passed to optim, e.g. control=list(maxit=1000)

Value

named numeric vector with estimated parameters of the logitnormal distrubtion.

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

Author(s)

Thomas Wutzler

See Also

logitnorm

Examples

    # experiment of re-estimation the parameters from generated observations


    thetaTrue <- c(mu=0.8, sigma=0.7)


    obsTrue <- rlogitnorm(thetaTrue["mu"],thetaTrue["sigma"], n=500)


    obs <- obsTrue + rnorm(100, sd=0.05)        # some observation uncertainty


    plot(density(obsTrue),col="blue"); lines(density(obs))


    


    # re-estimate parameters based on the quantiles of the observations


(theta <- twCoefLogitnorm( median(obs), quantile(obs,probs=0.9), perc = 0.9))





    # add line of estimated distribution


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


    dx <- dlogitnorm(x,mu=theta[1],sigma=theta[2])


    lines( dx ~ x, col="orange")

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