process.elidat: Process the elicited data to an optimised Density Ratio Class

Description

Constructs the smallest Density Ratio Class for elicited probability-quantile points (or intervals) given a lower and upper distributional shape. Used optimisation algorithms are the methods Nelder-Mead and L-BFGS-B implemented in the standard R function optim.

Usage

process.elidat(p = p, q = q, dist.lower, dist.upper, 
               start.dist.lower.par = NA, start.dist.upper.par = NA, ...)

Arguments

Vector of probabilities in the according order to q.

Vector of quantiles in the according order to p.

dist.lower

Lower distribution as an element of the class distribution.

dist.upper

Upper distribution as an element of the class distribution.

start.dist.lower.par

Start values of the parameters of the lower distribution that shall be optimized.

start.dist.upper.par

Start values of the parameters of the upper distribution that shall be optimized.

…

Value

drclass

an object of the class drclass.

%% \item{comp2 }{Description of 'comp2'}

Details

Only the specified start values of the lower and upper distribution are optimised. If no optimisation shall be executed (fixed parameters of the distributions) then use calc.k.

References

Rinderknecht, S.L., Borsuk, M.E. and Reichert, P. Eliciting Density Ratio Classes. International Journal of Approximate Reasoning 52, 792-804, 2011. doi10.1016/j.ijar.2011.02.002. \ Rinderknecht, S. L., Borsuk, M. E. and Reichert, P. Bridging Uncertain and Ambiguous Knowledge with Imprecise Probabilities, Environmental Modelling & Software 36, 122-130, 2012.