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

Description Usage Arguments Value

Description

Simulate from the kernel function given by the pdtmvn distribution.

Usage

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rlog_pdtmvn_mode_centered_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.