| PrognCondDistribution {distrEx} | R Documentation |
Generates an object of class "PrognCondDistribution".
PrognCondDistribution(Regr, Error,
rel.tol= getdistrExOption("ErelativeTolerance"),
lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"),
upperTruncQuantile = getdistrExOption("EupperTruncQuantile"),
IQR.fac = getdistrExOption("IQR.fac"))
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 +-IQR.fac*IQR). |
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.
Object of class "PrognCondDistribution"
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de,
PrognCondDistribution-class; demo(‘Prognose.R’).
PrognCondDistribution(Error = ConvexContamination(Norm(), Norm(4,1), size=0.1))