UniMapParameters {GAS} | R Documentation |
Mapping function for univariate distributions
Description
Map unrestricted vector of parameters into the proper space. This function transforms the parameters updated using the GAS recursion into their proper space.
Usage
UniMapParameters(Theta_tilde, Dist)
Arguments
Theta_tilde |
|
Dist |
|
Details
The order of the parameters is generally: location
, scale
, skewness
, shape
, shape2
.
When the distribution defined by Dist
does not have, say, the shape
parameter, this should be simply omitted.
See also DistInfo for specific distributions.
Value
A numeric
vector of parameters.
Author(s)
Leopoldo Catania
Examples
# Map unrestricted parameters for the Student-t distribution.
library("GAS")
Dist = "std"
# Vector of unconditional reparametrised parameters such that,
# Theta = c(0, 1.5 ,7), i.e., location = 0, scale = 1.5,
# degrees of freedom = 7.
# LowerNu() prints the lower bound numerical parameter for the degree
# of freedom, see help(LowerNu).
Theta_tilde = c(0.1, log(1.5), log(7 - LowerNu()))
Theta = UniMapParameters(Theta_tilde, Dist)
Theta
[Package GAS version 0.3.4 Index]