Learn R Programming

bayesm (version 2.0-9)

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 Rossi, Allenby and McCulloch, Chapter 4. http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html

See Also

rmvpGibbs