Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free
Documentation
R
distrEx

PrognCondDistribution

Generating function for PrognCondDistribution-class

Description

Generates an object of class "PrognCondDistribution".

Usage

PrognCondDistribution(Regr, Error,
             rel.tol= getdistrExOption("ErelativeTolerance"), 
             lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"), 
             upperTruncQuantile = getdistrExOption("EupperTruncQuantile"), 
             IQR.fac = getdistrExOption("IQR.fac"))

Arguments

Regr

object of class AbscontDistribution; the distribution of X.

Error

object of class AbscontDistribution; the distribution of eps.

rel.tol

relative tolerance for distrExIntegrate.
lowerTruncQuantile

lower quantile for quantile based integration range.
upperTruncQuantile

upper quantile for quantile based integration range.
IQR.fac

factor for scale based integration range (i.e.; median of the distribution +-IQR.fac*IQR).

Details

For independent r.v.'s X,E with univariate, absolutely continuous (a.c.) distributions Regr and Error, respectively, PrognCondDistribution() returns the (factorized, conditional) posterior distribution of X given X+E=y. as an object of class PrognCondDistribution.

Value

Object of class "PrognCondDistribution"

Author(s)

See Also

PrognCondDistribution-class; demo(‘Prognose.R’).

Examples

PrognCondDistribution(Error = ConvexContamination(Norm(), Norm(4,1), size=0.1))
distrEx

Extensions of Package 'distr'

v2.8.0
LGPL-3
Authors
Matthias Kohl [cre, cph], Peter Ruckdeschel [aut, cph]
Initial release
2019-03-29

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.