nominal_probit_auxiliary_expectation: Expectation of multinomial probit auxiliary variables

In jpmeagher/vbar: Variational Bayes Ancestral Reconstruction

Expectation of multinomial probit auxiliary variables

Description

Provides Monte Carlo estimates for the expected value of auxiliary variables in the multinomial probit model given the manifest variable belongs in category i and the K-dimensional mean of the underlying Gaussian distribution with variance 1.

Usage

nominal_probit_auxiliary_expectation(
  i,
  mu,
  n_samples = 1000,
  random_seed = NULL,
  perform_checks = TRUE
)

Arguments

i	A positive integer. The index identifying the multinomial category.
mu	A K-dimensional vector of real numbers. The expected value of the auxiliary Gaussian mapping to the multinomial.
n_samples	A positive integer. The number of independent samples drawn to obtain the Monte Carlo estimate.
random_seed	A single value, interpreted as an integer, or NULL.
perform_checks	Logical. Check if function inputs are specified correctly.

Value

A K-dimensional vector of real values.

jpmeagher/vbar documentation built on Nov. 22, 2022, 5:48 a.m.