SEL: Semiparametric elicitation

This package implements a novel method for fitting a bounded probability distribution to quantiles (for example stated by an expert), see Bornkamp and Ickstadt (2009) for details. For this purpose B-splines are used, and the density is obtained by penalized least squares based on a Brier entropy penalty. The package provides methods for fitting the distribution as well as methods for evaluating the underlying density and cdf. In addition methods for plotting the distribution, drawing random numbers and calculating quantiles of the obtained distribution are provided.

Version: 1.0-2
Depends: splines, quadprog, lattice
Published: 2010-05-23
Author: Bjoern Bornkamp
Maintainer: Bjoern Bornkamp <bornkamp at statistik.tu-dortmund.de>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: SEL results

Downloads:

Reference manual: SEL.pdf
Package source: SEL_1.0-2.tar.gz
Windows binaries: r-devel: SEL_1.0-2.zip, r-release: SEL_1.0-2.zip, r-oldrel: SEL_1.0-2.zip
macOS binaries: r-release: SEL_1.0-2.tgz, r-oldrel: SEL_1.0-2.tgz
Old sources: SEL archive

Reverse dependencies:

Reverse imports: uniReg

Linking:

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