GAS (version 0.1.1)

UniMapParameters: Mapping function for univariate distributions

Description

Map unrestricted vector of parameters into the proper space. This function transforms the parameters updated using the GAS recursion into their proper space.

Usage

UniMapParameters(Theta_tilde, Dist)

Arguments

Theta_tilde

numeric Vector of reparametrised parameters, see Details.

Dist

character Label of the conditional distribution, see DistInfo.

Value

numeric vector of parameters.

Details

The order of the parameters is generally: location, scale, skewness, shape, shape2. When the distribution defined by Dist does not have, say, the shape parameter, this should be simply omitted. See also DistInfo for specific distributions.

Examples

# map unrestricted parameters for the Student-t distribution
library(GAS)

Dist = "std"

# vector of unconditional reparametrised parameters such that,
# \eqn{\theta = (0, 1.5 ,7)'}, i.e. location = 0, scale = 1.5,
# degrees of freedom = 7

# LowerNu() prints the lower bound numerical parameter for the degree
# of freedom, see help(LowerNu)
#

Theta_tilde = c(0.1, log(1.5) , log(7 - LowerNu()))

Theta = UniMapParameters(Theta_tilde, Dist)

Theta