SEL: Semiparametric elicitation
This package implements a novel 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.
||splines, quadprog, lattice
||Bjoern Bornkamp <bornkamp at statistik.tu-dortmund.de>
||GPL-2 | GPL-3 [expanded from: GPL]
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