SEL: Semiparametric elicitation
This package implements a novel method for transferring
expert statements about an uncertain bounded quantity into a
probability distribution (see Bornkamp and Ickstadt (2009) for
a detailed description). For this purpose B-splines are used,
and the density is obtained by penalized least squares, where
the penalty encourages to distribute probability mass as
uniformly as possible. The package provides methods for fitting
the expert's distribution as well as methods for evaluating the
underlying density and cdf. In addition methods for plotting
the expert's distribution, drawing random numbers and
calculating quantiles of the expert's distribution are
provided.
| Version: |
1.0-1 |
| Depends: |
splines, quadprog, lattice |
| Published: |
2009-07-19 |
| Author: |
Bjoern Bornkamp |
| Maintainer: |
Bjoern Bornkamp <bornkamp at statistik.tu-dortmund.de> |
| License: |
GPL |
| CRAN checks: |
SEL results |
Downloads: