filter_gibbs_samples

This is a helper function that filters Gibbs samples.

internal

Bayes estimation of probit choice models in cross-sectional and panel
settings. The package can analyze binary, multivariate, ordered, and ranked
choices, as well as heterogeneity of choice behavior among deciders. The
main functionality includes model fitting via Gibbs sampling, tools for
convergence diagnostic, choice data simulation, in-sample and out-of-sample
choice prediction, and model selection using information criteria and Bayes
factors. The latent class model extension facilitates preference-based
decider classification, where the number of latent classes can be inferred
via the Dirichlet process or a weight-based updating heuristic. This allows
for flexible modeling of choice behavior without the need to impose
structural constraints. For a reference on the method, see Oelschlaeger and
Bauer (2021) <https://trid.trb.org/view/1759753>.

Lennart Oelschläger

RprobitB

Bayesian Probit Choice Modeling

Dietmar Bauer

filter_gibbs_samples function

<dl><dt>x</dt>
<dd>An object of class <code>RprobitB_gibbs_samples</code>.</dd>
<dt>P_f</dt>
<dd>[<code>integer(1)</code>] 
The number of covariates connected to a fixed coefficient.</dd>
<dt>P_r</dt>
<dd>[<code>integer(2)</code>] 
The number of covariates connected to a random coefficient.</dd>
<dt>J</dt>
<dd>[<code>integer(1)</code>] 
The number &gt;= 2 of choice alternatives.</dd>
<dt>cov_sym</dt>
<dd>Set to <code>TRUE</code> for labels of symmetric covariance elements.</dd>
<dt>ordered</dt>
<dd>[<code>logical(1)</code>] 
If <code>TRUE</code>, the choice set <code>alternatives</code> is assumed to be ordered
from worst to best.</dd>
<dt>keep_par, drop_par</dt>
<dd>A vector of parameter names which are kept or dropped.</dd></dl>

Arguments

Filter Gibbs samples — filter_gibbs_samples

<dl>

<dt>x</dt>
<dd>An object of class <code>RprobitB_gibbs_samples</code>.</dd>


<dt>P_f</dt>
<dd>[<code>integer(1)</code>] 
The number of covariates connected to a fixed coefficient.</dd>


<dt>P_r</dt>
<dd>[<code>integer(2)</code>] 
The number of covariates connected to a random coefficient.</dd>


<dt>J</dt>
<dd>[<code>integer(1)</code>] 
The number &gt;= 2 of choice alternatives.</dd>


<dt>cov_sym</dt>
<dd>Set to <code>TRUE</code> for labels of symmetric covariance elements.</dd>


<dt>ordered</dt>
<dd>[<code>logical(1)</code>] 
If <code>TRUE</code>, the choice set <code>alternatives</code> is assumed to be ordered
from worst to best.</dd>


<dt>keep_par, drop_par</dt>
<dd>A vector of parameter names which are kept or dropped.</dd>

</dl>

filter_gibbs_samples: Filter Gibbs samples

Description

Usage

Value

Arguments