GAS (version 0.1.1)

UniUnmapParameters: Unmapping function for univariate distributions, i.e. inverse of UniMapParameters

Description

Transform distribution parameters into the unrestricted parameters. The unrestricted vector of parameters is updated using the GAS recursion.

Usage

UniUnmapParameters(Theta, Dist)

Arguments

Theta

numeric Vector of 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

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

Dist = "std"

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

Theta = c(0.1, 1.5, 7)

Theta_tilde = UniUnmapParameters(Theta, Dist)

Theta_tilde

# it works
all(abs(UniMapParameters(Theta_tilde, Dist) - Theta) < 1e-16)