twQuantiles2Coef: twQuantiles2Coef

Description Usage Arguments Value Author(s) See Also

View source: R/transScale.R

Description

Calculating coefficients of transformed normal distributions from quantiles.

Usage

1
2
twQuantiles2Coef(parmsBounds, varDistr, upperBoundProb = 0.99, 
    useMedian = FALSE, useCi = FALSE)

Arguments

parmsBounds

numeric matrix (nParm x 2), each row a numeric vector of length 2 specifying mode/median/lower quantile and upper quantile value. rownames must give the variabes. Alternatively a list of parameters, each entry a numeric vector of length 2 specifying mode/median/lower quantile and upper quantile value.

varDistr

character vector identifying the distribution, i.e. transformation to normal, for each parameter

upperBoundProb

probability for upper quantile in parmsBounds

useMedian

if TRUE, the first entry of parmsBounds specifies the median, insted of the mode

useCi

if TRUE, the first entry of parmsBounds specifies the lower quantile, insted of the mode

Value

parameter distribution information, dataframe with columns

trans

character vector: type of distribtution (norm,lognorm,logitnorm)

mu

numeric vector: distribution parameter mu, i.e. expected values at normal scale

sigmaDiag

numeric vector: standard deviation for each parameter, i.e. sqrt(diagonal of matrix parameter sigma) multivariate distrubtion without correlations.

<< and rownames corresponding to the parameters

Author(s)

Thomas Wutzler

See Also

twCoefLnorm twCoefLnormCi twCoefLnormMLE transOrigPopt.default twDEMCBlockInt


twDEMC documentation built on May 31, 2017, 3:44 a.m.