sparseMVN (version 0.2.2)

binary: Binary choice example

Description

Functions for binary choice example in the vignette.

Usage

binary.f(P, data, priors, order.row = FALSE)
binary.grad(P, data, priors, order.row = FALSE)
binary.hess(P, data, priors, order.row = FALSE)
binary.sim(N, k, T)

Arguments

P

Numeric vector of length \((N+1)k\). First \(Nk\) elements are heterogeneous coefficients. The remaining k elements are population parameters.

data

Named list of data matrices Y and X, and choice count integer T

priors

Named list of matrices inv.Omega and inv.A.

order.row

Determines order of heterogeneous coefficients in parameter vector. If TRUE, heterogeneous coefficients are ordered by unit. If FALSE, they are ordered by covariate.

N

Number of heterogeneous units

k

Number of heterogeneous parameters

T

Observations per household

Value

For binary.f, binary.df and binary.hess, the log posterior density, gradient and Hessian, respectively. The Hessian is a dgCMatrix object. binary.sim returns a list with simulated Y and X, and the input T.

Details

These functions are used by the heterogeneous binary choice example in the vignette. There are N heterogeneous units, each making T binary choices. The choice probabilities depend on k covariates. binary.sim simulates a dataset suitable for running the example.