In swihart/bridgedist: An Implementation of the Bridge Distribution with Logit-Link as in Wang and Louis (2003)

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "README-"
)

Package: bridgedist

Title: An Implementation of the Bridge Distribution with Logit-Link as in Wang and Louis (2003)

Description: An implementation of the bridge distribution with logit-link in R. In Wang and Louis (2003), such a bridge distribution was derived as the distribution of the random intercept that facilitated having a conditional logistic regression that when marginalized by integrating out the random intercept left a marginal logistic regression, and the conditional and marginal regression coefficients are a scalar multiple of each other.

library(devtools)
install_github(repo = "bridgedist", username = "swihart")
library(bridgedist)

library(bridgedist)

dbridge(0)
pbridge(0)
qbridge(0.5)
mean(rbridge(1e5)) ## approximately 0
var(rbridge(1e5, phi = 1/sqrt(1+3/pi^2)))  # approximately 1

swihart/bridgedist documentation built on Jan. 1, 2023, 3:21 p.m.