SEL

swMATH19664CRANSELMaRDI QIDQ31489

Semiparametric Elicitation

Bjoern Bornkamp

Last update: 25 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0-3, 1.0-1, 1.0-2, 1.0-4

Source code repository: https://github.com/cran/SEL

Description

Implements a method for fitting a bounded probability distribution to quantiles (for example stated by an expert), see Bornkamp and Ickstadt (2009) for details. For this purpose B-splines are used, and the density is obtained by penalized least squares based on a Brier entropy penalty. The package provides methods for fitting the distribution as well as methods for evaluating the underlying density and cdf. In addition methods for plotting the distribution, drawing random numbers and calculating quantiles of the obtained distribution are provided.

Related Items (3)

Shape restricted nonparametric regression with Bernstein polynomials ⋮ A Note on B-Splines for Semiparametric Elicitation ⋮ uniReg

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