phiX_c

The function <code>phiX_c</code> is used to generate the phiX matrix associated with the Gaussian process prior.

Incorporates a Bayesian monotonic single-index mixed-effect model with a multivariate skew-t likelihood, specifically designed to handle survey weights adjustments. Features include a simulation program and an associated Gibbs sampler for model estimation. The single-index function is constrained to be monotonic increasing, utilizing a customized Gaussian process prior for precise estimation. The model assumes random effects follow a canonical skew-t distribution, while residuals are represented by a multivariate Student-t distribution. Offers robust Bayesian adjustments to integrate survey weight information effectively.

Qingyang Liu

MSIMST

Bayesian Monotonic Single-Index Regression Model with the Skew-T
Likelihood

Debdeep Pati

Dipankar Bandyopadhyay

phiX_c function

<dl><dt>Xbeta</dt>
<dd>The single index values. A vector of length n.</dd>
<dt>u</dt>
<dd>The vector spanning from -1 to 1 with length L + 1.</dd>
<dt>L</dt>
<dd>An integer defining the number of nodes.</dd></dl>

Arguments

The Function to Calculate the phiX Matrix for Estimating Single-Index Function — phiX_c

<dl>

<dt>Xbeta</dt>
<dd>The single index values. A vector of length n.</dd>


<dt>u</dt>
<dd>The vector spanning from -1 to 1 with length L + 1.</dd>


<dt>L</dt>
<dd>An integer defining the number of nodes.</dd>

</dl>

phiX_c: The Function to Calculate the phiX Matrix for Estimating Single-Index Function

Description

Usage

Value

Arguments

Examples