Closed Quentin62 closed 4 years ago
the density is defined in the article (section 3.2 formula 7) https://github.com/modal-inria/MixtComp/blob/master/MixtComp/docs/article/functionalModel.pdf
mean is defined by sum_{l=1}^{nSub} kappa_{kl} \sum_{i=1}^{nCoeff} \beta_{kli}* t^{i-1}
for upper and lower bounds, we define the function (say p) implementing formula 7
then, the goal is to find x such that p(x) is equal a requested probability (0.025 and 0.975 for computing a confidence interval). See functionalboundval function
in fact, the optimize
function does not found a very close solution.
Instead:
Use the uniroot
function with an other objective function
correction will be released in RMixtCompUtilities 4.1.3
res.zip