condquant: Quantiles of a Conditional Distribution

In regr0: Building regression models

Description

Calculates quantiles of a conditional distribution, as well as corresponding random numbers. The condtion is simply to restrict the distribution (given by dist) to a range (given by x)

Usage

condquant(x, dist = "normal", sig = 1, randomrange = 0.9)

Arguments

x	matrix with 2 columns or vector of length 2 giving the limits for the conditional distribution
dist	(unconditional) distribution. Currently, only normal and logistic are implemented.
sig	standard deviation for normal distribution
randomrange	random numbers from the conditional distribution are drawn for the inner 100*randomrange percent of the suitable p-range. This avoids random extreme outliers and points close to the limit of the intervals on which they are conditioned.

Value

Matrix consisting of a row for each row of x and the following columns:

median	Median
lowq, uppq	lower and upper quartiles
random	random number according to the conditional distribution (one for each row)
prob	probability of the condition being true

Note

The function is needed for residuals.polr and residuals.survreg

Author(s)

Werner A. Stahel, Seminar for Statistics, ETH Zurich

Examples

condquant(cbind(seq(-2,0),c(0,1,Inf)))

regr0 documentation built on May 2, 2019, 4:52 p.m.