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bayesm (version 1.1-2)

simmvp: Simulate from Multivariate Probit Model

Description

simmvp simulates from the multivariate probit model.

Usage

simmvp(X, p, n, beta, sigma)

Arguments

X
n*p x length(beta) Design matrix
p
dimension of the MVP
n
number of observations
beta
coefficient vector
sigma
p x p covariance matrix

Value

  • a list of
  • yp*n vector of 0/1 binary outcomes
  • XDesign matrix
  • betacoefficients
  • sigmacovariance matrix

concept

  • probit
  • mvp

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

References

For further discussion, see Bayesian Statistics and Marketing by Allenby, McCulloch, and Rossi. http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

rmvpGibbs