PrognCondDistribution {distrEx}R Documentation

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)

Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de,

See Also

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

Examples

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

[Package distrEx version 2.1 Index]