distreg: Bayesian distribution regression

In estsyawo/bayesdistreg: Bayesian Distribution Regression

Bayesian distribution regression

Description

distreg draws randomly from the density of F(yo) at a threshold value yo, i.e. the distribution function at a threshold

Usage

distreg(thresh, data0, MH = "IndepMH", ...)

Arguments

thresh	threshold value that is used to binarise the outcome variable
data0	original data set with the first column being the outcome variable
MH	Metropolis-Hastings algorithm to use; default:"IndepMH", alternative "RWMH"
...	any additional inputs to pass to the MH algorithm

Value

fitob a vector of fitted values corresponding to the distribution at threshold thresh

Examples

data0=faithful[,c(2,1)]; qnt<-quantile(data0[,1],0.25)
distob<- distreg(qnt,data0,iter = 102, burn = 2); 
plot(density(distob,.1),main="Kernel density plot")

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