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