rpredNormReg: Normal Regression Predictive Distribution

In vgharris3/predictiveInference: Predictive Inference Tools for Researchers

Normal Regression Predictive Distribution

Description

rpredNormReg returns a random sample of size ? from ? predictive probability distribution

Usage

rpredNormReg(
  S = 1,
  Xpred,
  X,
  y,
  beta0,
  Sigma0,
  nu0 = 1,
  s20 = 1,
  gprior = TRUE
)

Arguments

S	desired random sample size
Xpred	predictor vector(s) for which predictions are desired
X	Explanatory variables matrix
y	Vector of prior observations
beta0	vector of prior regression coefficients
Sigma0	prior variance-covariance matrix
nu0	number of prior observations
s20	prior variance
gprior	flag to use Zellner's g-prior. Default to TRUE

Value

random sample of size ? from ? predictive probability distribution

Examples

1

vgharris3/predictiveInference documentation built on April 23, 2022, 3:11 p.m.