R: Find gamma given Delta

min.abs {SEL} | R Documentation

## Find gamma given Delta

### Description

Find gamma so that squareroot of average squared distance of fitted distribution and statements is equal to `Delta` (using the `uniroot` function). This function is not meant to be called by the user, unless one is familiar with the source code.

### Usage

      min.abs(Delta, N, alpha, P, A, b, lb, ub, dplus = 0)

### Arguments

`Delta` | Average root of squared error to be achieved with fitted distribution.
`N` | Matrix containing the B-spline basis functions evaluated at the elicited quantiles.
`alpha` | Vector giving the levels of the elicited quantiles.
`P` | Penalty matrix (called Omega in reference below).
`A,b` | Matrix and vector containing the specifying the constraints A'b >= 0.
`lb, ub` | lower and upper bound to search for gamma.
`dplus` | offset integral needed when divergence instead of entropy is used.

### Value

Returns gamma

### Author(s)

Bjoern Bornkamp

### References

Bornkamp, B. and Ickstadt, K. (2009). A Note on B-Splines for Semiparametric Elicitation. The American Statistician, 63, 373–377

### See Also

`uniroot`, `solve.QP`

[Package SEL version 1.0-2 Index]