expectation2_gRcpp: Compute E(Y^2) for a STAR process

In drkowal/rSTAR: MCMC and EM algorithms for Simultaneous Transformation and Rounding (STAR) Models

Compute E(Y^2) for a STAR process

Description

Compute the conditional expectation of Y^2 for a STAR process Y under a generic link function g.

Usage

expectation2_gRcpp(g_a_j, g_a_jp1, mu, sigma, Jmax)

Arguments

g_a_j	Jmax x 1 vector of g(a(j))
g_a_jp1	Jmax x 1 vector of g(a(j + 1))
mu	m x 1 vector of conditional expectations
sigma	m x 1 vector of conditional standard deviations
Jmax	m x 1 vector of maximum integer values to consider

Value

y2_hat m x 1 vector of conditional expectations

Note

This function uses Rcpp for computational efficiency.

drkowal/rSTAR documentation built on July 5, 2023, 2:18 p.m.