filinreg: Fiducial sampler for linear regression model

In stla/filinreg:

Description

Weighted samples of the fiducial distribution of the parameters of a linear regression model with normal, Student, Cauchy, or logistic error terms.

Usage

filinreg(
  formula,
  data = NULL,
  distr = "student",
  df = Inf,
  L = 10L,
  lucky = TRUE
)

Arguments

formula	two-sided formula defining the model
data	dataframe containing the data
distr	the distribution of the error terms, "normal", "student", "cauchy", or "logistic"
df	degrees of freedom of the Student distribution if distr = "student"
L	number of subdivisions of each axis of the hypercube (0,1)^(p+1)
lucky	logical, whether to perform the matrix inversions in the algorithm without checking invertibility; it is possible that some of these matrices are not invertible, if you are unlucky

Value

A filinreg object, list with the fiducial samples and the weights.

Examples

set.seed(666)
x <- c(1, 2, 3, 4)
y <- x + 3 * rcauchy(4L)
fi <- filinreg(y ~ x, distr = "cauchy", L = 30L)
fiSummary(fi)

stla/filinreg documentation built on Dec. 31, 2020, 7:34 a.m.