twQuantiles2Coef: twQuantiles2Coef

In twDEMC: parallel DEMC

Description

Calculating coefficients of transformed normal distributions from quantiles.

Usage

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 2, 2019, 5:38 p.m.