PrognCondDistribution

0th

Percentile

Generating function for PrognCondDistribution-class

Generates an object of class "PrognCondDistribution".

Keywords
distribution
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).

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"

See Also

PrognCondDistribution-class; demo(Prognose.R).

Aliases
  • PrognCondDistribution
Examples
# NOT RUN {
PrognCondDistribution(Error = ConvexContamination(Norm(), Norm(4,1), size=0.1))
# }
Documentation reproduced from package distrEx, version 2.8.0, License: LGPL-3

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