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

## Description

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

## Usage

 `1` ```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

 ``` 1 2 3 4 5 6 7 8 9 10 11 12``` ```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 May 25, 2021, 5:09 p.m.