cal_h_dist: Calibration of the Hellinger distance

In sl4bayesmeta: Sensitivity and learning for Bayesian meta-analysis

Description

Returns the mean of a unit-variance normal distribution, such that the Hellinger distance between this distribution and the standard normal distribution equals the given value. Gives an intuitive interpretation of Hellinger distance values.

Usage

cal_h_dist(h)

Arguments

h	vector of Hellinger distances, consisting of real numbers in [0,1].

Details

For a given Hellinger distance h, the function returns mu, such that

H(N(mu, 1), N(0, 1))=h,

where H denotes the Hellinger distance.

See Roos et al. (2015), Sect. 2.2 for details.

Value

A vector of means.

References

Roos, M., Martins, T., Held, L., Rue, H. (2015). Sensitivity analysis for Bayesian hierarchical models. Bayesian Analysis 10(2), 321–349. https://projecteuclid.org/euclid.ba/1422884977

Examples

cal_h_dist(h=c(0.1, 0.5, 0.9))

sl4bayesmeta documentation built on Feb. 18, 2020, 3:02 p.m.