rlog_pdtmvn_kernel: Simulate from the kernel function given by the pdtmvn...

In reichlab/kcde: Kernel conditional density estimation with flexible kernel specifications

Description

Simulate from the kernel function given by the pdtmvn distribution.

Usage

rlog_pdtmvn_kernel(n, conditioning_obs, center, bw, bw_continuous,
  conditional_bw_discrete, conditional_center_discrete_offset_multiplier,
  continuous_vars, discrete_vars, continuous_var_col_inds,
  discrete_var_col_inds, discrete_var_range_fns, lower, upper, x_names, ...)

Arguments

n	number of simulations to generate
center	a real vector, center point for the kernel function
bw	bandwidth matrix
bw_continuous	the portion of bw corresponding to continuous variables
conditional_bw_discrete	the Schur complement of the portion of bw corresponding to discrete variables
conditional_center_discrete_offset_multiplier	Sigma_dc Sigma_c^-1. This is used in computing the mean of the underlying multivariate normal distribution for the discrete variables conditioning on the continuous variables.
continuous_vars	character vector with names of variables that are to be treated as continuous. May contain entries that do not appear in colnames(x).
discrete_vars	character vector with names of variables that are to be treated as discrete. May contain entries that do not appear in colnames(x)
discrete_var_range_fns	a list with one entry for each element of discrete_vars. Each entry is a named list of length 2; the element named "a" is a character string with the name of a function that returns a(x) for any real x, and the element named "b" is a character string with the name of a function that returns b(x) for any real x.
lower	Vector of lower truncation points
upper	Vector of upper truncation points
...	mop up extra arguments
a	matrix of values at which to evaluate the kernel function, with column names specified. Each row is an observation, each column is an observed variable.
log	logical; if TRUE, return the log of the kernel function value

Value

the value of the kernel function given by the pdtmvn distribution at x.

reichlab/kcde documentation built on May 27, 2019, 4:53 a.m.