R: Generating function for PrognCondDistribution-class

PrognCondDistribution {distrEx} | R Documentation

## Generating function for PrognCondDistribution-class

### Description

Generates an object of class `"PrognCondDistribution"`.

### 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 +-`IQR.fac`*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"`

### Author(s)

Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de,

### See Also

`PrognCondDistribution-class`; demo(‘Prognose.R’).

### Examples

    PrognCondDistribution(Error = ConvexContamination(Norm(), Norm(4,1), size=0.1))

[Package distrEx version 2.8.0 Index]