probInterval {imptree}

Various method around IPIntervals

Description

Calculation of probability intervals, and their maximal and minimal entropy

Usage

probInterval(table, iptype = c("IDM", "NPI", "NPIapprox"),
  entropymin = TRUE, entropymax = TRUE, correction = c("no",
  "strobl", "abellan"), s = 1)

Arguments

table

integer vector of absolute frequencies

iptype

method for calculating the probability intervals of table. "IDM" for the imprecise Dirichlet model (default), "NPI" for use of the nonparametric predictive inference approach and "NPIapprox" for use of the approximate algorithm obtaining maximal entropy of NPI generated probability intervals.

entropymin

Calculation of one distribution with minimal entropy, including the actual value of the minimal entropy (default: TRUE)

entropymax

Calculation of the distribution with maximal entropy, including the actual value of the maximal entropy (default: TRUE)

correction

Entropy correction to be carried out, ignorned if (entropymin || entropymax) == FALSE (default "no"), see imptree_params

s

Hyperparamter of the IDM (s >= 0), see imptree_params (ignored for iptype == "NPI")

Value

A list with 5 named entries:

probint

matrix with 3 rows and length(table) columns: in the rows are the abosulte frequencies, the lower bound ("lower") and the upper bound ("upper") of the event-wise probabilities.

maxEntDist

The (unique) probability distribution with maximal entropy

maxEntCorr

The value of the (corrected) maximal entropy

minEntDist

A probability distribution with minimal entropy, as it is not necessarily unqiue there may be others

minEntCorr

The value of the (corrected) minimal entropy

Author(s)

Paul Fink [e-mail]

See Also

imptree_params

Examples

## Artificial vector of absolute frequencies
obs <- c(a = 1,b = 2, c = 10, d = 30, e = 5)

## probability interval by NPI, including only information on the
## mininum entropy distribution, using no entropy correction
probInterval(obs, iptype = "NPI", entropymax = FALSE)

## probability interval by IDM, including information on the
## minimum and maximum entropy distribution with s = 2 and correction
## according to 'strobl'
probInterval(obs, iptype = "IDM", correction = "strobl", s = 2)