# orderDist: Summarize marginal distribution of (differenced) series. In synlik: Synthetic Likelihood Methods for Intractable Likelihoods

 orderDist R Documentation

## Summarize marginal distribution of (differenced) series.

### Description

Summarizes (difference) distribution of replicate series, by regressing ordered differenced series on a reference series (which might correspond to observed data).

### Usage

```orderDist(x, z, np = 3, diff = 1)
```

### Arguments

 `x` a matrix. Each column contains a replicate series. `z` vector of lags, for rhs terms. `np` maximum power on rhs of regression. `diff` order of differencing (zero for none).

### Value

a matrix where each column contains the coefficients for a different replicate.

### Author(s)

Simon N. Wood, maintainer Matteo Fasiolo <matteo.fasiolo@gmail.com>.

### Examples

```library(synlik)
set.seed(10)
n <- 100;nr <- 3
x <- matrix(runif(n*nr),n,nr)
z <- runif(n)
beta <- orderDist(x,z,np=3,diff=1)

zd <- z;xd <- x[,3]
zd <- diff(zd,1);xd <- diff(xd,1)
zd <- sort(zd);zd <- zd - mean(zd)
xd <- sort(xd);xd <- xd - mean(xd)
lm(xd~zd+I(zd^2)+I(zd^3)-1)
```

synlik documentation built on April 14, 2022, 5:07 p.m.