bayesGDS (version 0.6.2)

binary: Binary choice example

Description

Functions for binary choice example in the vignette.

Usage

binary.f(P, data, priors)
binary.grad(P, data, priors)
binary.hess(P, data, priors)

Arguments

P

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

data

List of data matrices Y and X, and choice count integer T

priors

List of named matrices inv.Omega and inv.Sigma

Value

Log posterior density, gradient and Hessian.

Details

Hessian is sparse, and returned as a dgcMatrix object