R: Calculate quantiles of an SEL object.

quantSEL {SEL} | R Documentation

## Calculate quantiles of an SEL object.

### Description

Returns the quantiles of the fitted distribution.

### Usage

    quantSEL(q, object, nPoints = 1000)

### Arguments

`q` | A vector of quantiles.
`object` | An SEL object.
`nPoints` | Number of evaluations for the brute force inversion of the expert cdf (see details).

### Details

The inverse of the distribution function is formed by evaluating the distribution function at nPoints points and interchanging the role of dependent and independent variable when building a function interpolating the data (using `splinefun` with `"monoH.FC"` option). Note that there are also direct ways of inverting a B-spline function, which however turned out to be less efficient for our purposes.

### Value

A vector of quantiles.

### 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

`SEL`, `splinefun`

### Examples

    ## example from O'Hagan et al. (2006)
    x <- c(177.5, 183.75, 190, 205, 220)
    y <- c(0.175, 0.33, 0.5, 0.75, 0.95)

    default   <- SEL(x, y, Delta = 0.05, bounds = c(165, 250))
    bernst    <- SEL(x, y, d = 10, N = 0, Delta = 0.05, bounds = c(165, 250))
    unifknots <- SEL(x, y, d = 3, N = 5, Delta = 0.05, bounds = c(165, 250))
    lin       <- SEL(x, y, d = 1, inknts = x, Delta = 0.05, bounds = c(165,250))
    quantSEL(c(0.25, 0.5, 0.75), default)
    quantSEL(c(0.25, 0.5, 0.75), bernst)
    quantSEL(c(0.25, 0.5, 0.75), unifknots)
    quantSEL(c(0.25, 0.5, 0.75), lin)

[Package SEL version 1.0-2 Index]