Description Usage Arguments Details
exp_flexprob returns the conditional probability P(Y<k | X) of a model fitted via the function exp_flexfit; where λ has been specified to be a function of covariates the required value should be specified using the ‘features’ parameter. The function includes a procedure for visualizing the conditional probability. exp_flexprob also allows for the correlation of estimated parameters via the Cholesky decomposition of the variance-covariance matrix.
1 | exp_flexprob(K, model, features, visualise = TRUE, xlim, draws = 5)
|
K |
Value for which P(Y<k | X) is computed. |
model |
An object of class "mle2" produced using the function exp_flexfit. |
features |
A numeric vector specifying the value of covriates at which the conditional probability should be evaluated; the covariates in the vector should appear in the same order as they do in the model. Where a model does not depend on covariates the argument may be left blank. |
visualise |
Logical. If TRUE (the default) the conditional distribution is plotted at P(Y<k | x) is shaded. |
xlim |
Numeric vectors of length 2, giving the coordinate range of the dependent variable. |
draws |
The number of random draws from multivariate random normal representing correlated parameters. If parameter correlation is not required draws should be set to zero. |
This function uses the most common parametrization of the Exponential distribution. The probability probability density function is used is:
f(y) = λexp(-λy)
The function returns:
P(Y<k | X) = 1-exp(-kλ)
λ may be a function of covariates; in which case, the canonical log link function is used.
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