Create a fitted or fixed custom margin — margin

margin_dist() creates a fitted or fixed margin from evaluation functions and explicit metadata. The functions must each accept one vector argument and return a numeric vector of the same length.

Usage

margin_dist(
  d,
  p,
  q,
  family = "custom",
  type = "c",
  support = c(-Inf, Inf),
  npars = 0,
  loglik = NA_real_
)

Arguments

d: density or probability mass function.
p: distribution function.
q: quantile function.
family: descriptive family name.
type: margin type: "c", "d", or "zi".
support: mathematical support as its lower and upper bounds.
npars: effective number of parameters.
loglik: maximized marginal log-likelihood, or NA for a fixed margin.

Value

A fitted margin implementing the margin protocol.

Examples

normal_margin <- margin_dist(
  d = function(x) dnorm(x, mean = 1, sd = 2),
  p = function(x) pnorm(x, mean = 1, sd = 2),
  q = function(p) qnorm(p, mean = 1, sd = 2),
  family = "norm",
  support = c(-Inf, Inf),
  npars = 2
)
dmargin(1, normal_margin)
#> [1] 0.1994711
pmargin(1, normal_margin)
#> [1] 0.5
qmargin(0.5, normal_margin)
#> [1] 1