h2Nmuh1N01 {si4bayesmeta}R Documentation

Calibration of the Hellinger distance

Description

Returns the calibration of the Hellinger distance hh expressed as a shift in the mean between a standard normal distribution and a unit variance normal distribution with this mean.

Usage

h2Nmuh1N01(hh)

Arguments

hh

Hellinger distance value (or a vector of Hellinger distance values), a real value between 0 and 1.

Details

Returns the calibration

μ(hh) = √{-8 \log {(1-hh^2)}}

for the given Hellinger distance hh, such that

H(N(μ(hh), 1), N(0,1)) = hh.

See Roos et al. (2015), Sect. 2.2 for more details.

Value

A mean value (or a vector of mean values).

References

Roos, M., Martins, T., Held, L., Rue, H. (2015). Sensitivity analysis for Bayesian hierarchical models. Bayesian Analysis 10(2), 321-349. https://projecteuclid.org/euclid.ba/1422884977

Examples

h2Nmuh1N01(h=c(0.1, 0.5, 0.9))

[Package si4bayesmeta version 0.1-1 Index]