bayexpectile=function(X,dir=c(1,rep(0,length(X[1,])-1)),rho=0.5,niter=1000){
setwd(.libPaths())
setwd("MEDdist")
if(rho>=1 || rho<0){
stop("rho must be between 0 and 1.")
}
if(sum(dir^2)!=1){
stop("dir must be on the unit circle.")
}
nu_tilde=dir
n=length(X[,1])
d=length(X[1,])
med_dat <- list(n = n,
d = d,
rho=rho,
nu_tilde=nu_tilde,
Y = X
)
fit <- sampling(object = stanmodels$expectile, data = med_dat,
chains = 2, iter = niter)
return(list(mu=extract(fit)$mu,muhat=apply(extract(fit)$mu,2,mean)))
}
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