distrEx (version 2.5)

PrognCondDistribution: 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 $\pm$IQR.fac$\times$IQR).

Value

  • Object of class "PrognCondDistribution"

concept

  • conditional distribution
  • S4 distribution class
  • generating function

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.

See Also

PrognCondDistribution-class; demo(Prognose.R).

Examples

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

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