SEL
swMATH19664CRANSELMaRDI QIDQ31489
Semiparametric Elicitation
Last update: 25 November 2023
Software version identifier: 1.0-3, 1.0-1, 1.0-2, 1.0-4
Source code repository: https://github.com/cran/SEL
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
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.
