mnix_pred: Genenerate random draws from the mNIX predictive...

In mlysy/losmix: Inference for Gaussian Location-Scale Mixed-Effects Models

Description

Genenerate random draws from the mNIX predictive distribution.

Usage

mnix_pred(n, Xpred, lambda, Omega, nu, tau, y, X, id)

Arguments

n	Number of random draws (integer).
Xpred	Covariate matrix of size n x p to use for the predictive distribution.
lambda	Mean parameter. A vector of length p, or a matrix of size n x p.
Omega	Precision matrix parameter. A matrix of size p x p, or an array of size p x p x n.
nu	Degrees-of-freedom parameter. A scalar or a vector of length n.
tau	Scale parameter. A scalar or a vector of length n.
y	Optional response vector of length N (see Details).
X	Optional covariate matrix of size N x p (see Details).
id	Optional subject identifier vector of length N with nsub <= N distinct elements (see Details).

Details

If y, X and id are unspecified, then (beta, sigma) are drawn from mNIX(lambda, Omega, nu, tau). Otherwise, they are drawn from the posterior mNIX distribution p(beta, sigma | y, X, id, lambda, Omega, nu, tau). In this case, the number of subjects nsub must be n or 1.

Value

A vector of n draws from the predictive distribution.

mlysy/losmix documentation built on Jan. 18, 2021, 5:56 a.m.