distreg.asymp: Asymptotic distribution regression

In estsyawo/bayesdistreg: Bayesian Distribution Regression

Asymptotic distribution regression

Description

distreg.asymp takes input object from dr_asympar for asymptotic bayesian distribution.

Usage

distreg.asymp(ind, drabj, data, vcovfn = "vcov", ...)

Arguments

ind	index of object in list drabj (i.e. a threshold value) from which to take draws
drabj	object from dr_asympar
data	dataframe, first column is the outcome
vcovfn	a string denoting the function to extract the variance-covariance. Defaults at "vcov". Other variance-covariance estimators in the sandwich package are usable.
...	additional input to pass to vcovfn

Value

a mean Fhat and a variance varF

Examples

y = faithful$waiting
x = scale(cbind(faithful$eruptions,faithful$eruptions^2))
qtaus = quantile(y,c(0.05,0.25,0.5,0.75,0.95))
drabj<- dr_asympar(y=y,x=x,thresh = qtaus); data = data.frame(y,x)
(asymp.obj<- distreg.asymp(ind=2,drabj,data,vcovfn="vcov"))

estsyawo/bayesdistreg documentation built on Jan. 28, 2024, 12:13 p.m.