VoseBMAProb | Vose Software

VoseBMAProb

See also: VoseBMA, VoseBMAObject, VoseBMAProb10, VoseCopulaBMA, VoseCopulaBMAObject, VoseTimeBMA, VoseTimeBMAObject

=VoseBMAProb({x}, {DistributionFitObjects}, {Priors}, cumulative)

 

 

 

Example model

This function calculates the joint probability density (or probability mass) and joint cumulative probability for a set of values {x} against a BMA fitted distribution.

• {x} – array containing one or more values.

• {DistributionFitObjects} – is an array of k distribution objects fitted to the same data set.

• {Priors} – is an optional array of length k of subjective prior weights. If omitted, the weights are assumed equal.

• cumulative - optional boolean parameter (TRUE/FALSE) specifying if the cumulative (TRUE) probability of the {x} should be returned or not (FALSE, default).

Note: all fitted distributions must apply to the same data set.

 

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