srpareto_optimize {stors} | R Documentation |
Optimizing Pareto Distribution proposal
Description
The srpareto_optimize()
function generates an optimized proposal for a targeted Pareto Distribution.
The proposal can be customized and adjusted based on various options provided by the user.
Usage
srpareto_optimize(
scale = NULL,
shape = NULL,
xl = NULL,
xr = NULL,
steps = 4091,
proposal_range = NULL,
theta = 0.1,
target_sample_size = 1000,
verbose = FALSE
)
Arguments
scale |
(optional) Numeric. scale parameter of the Pareto Distribution. Defaults to |
shape |
(optional) Numeric. shape parameter of the Pareto Distribution. Defaults to |
xl |
Numeric. Left truncation bound for the target distribution. Defaults to |
xr |
Numeric. Right truncation bound for the target distribution. Defaults to |
steps |
(optional) Integer. Desired number of steps in the proposal. Defaults to |
proposal_range |
(optional) Numeric vector. Specifies the range for optimizing the steps part of the proposal. Defaults to |
theta |
Numeric. A parameter for proposal optimization. Defaults to 0.1. |
target_sample_size |
(optional) Integer. Target sample size for proposal optimization. Defaults to |
verbose |
Boolean. If |
Details
When srpareto_optimize()
is explicitly called:
A proposal is created and cached. If no parameters are provided, a standard proposal is created with
rate = 1
.Providing
rate
creates a custom proposal, which is cached for use withsrpareto_custom()
.The optimization process can be controlled via parameters such as
steps
,proposal_range
, ortheta
. If no parameters are provided, the proposal is optimized via brute force based on the.target_sample_size
.
Value
The user does not need to store the returned value, because the package internally cashes the proposal. However, we explain here the full returned proposal for advanced users.
A list containing the optimized proposal and related parameters for the specified built-in distribution: #'
data
Detailed information about the proposal steps, including
x
,s_upper
,p_a
, ands_upper_lower
.areas
The areas under the left tail, steps, and right tail of the proposal distribution.
steps_number
The number of steps in the proposal.
f_params
The parameters (
scale
andshape
) of the Beta distribution.
See Also
srpareto_custom
: Function to sample from a custom proposal tailored to user specifications.
Examples
# Generate scalable proposal that with rate = 1, that has 4096 steps
scalable_proposal <- srpareto_optimize(steps = 4096)
# Generate custom proposal that with scale = 4
scalable_proposal <- srpareto_optimize(scale = 4)