bbreg (version 2.0.2)

envelope_bes: envelope_bes

Description

Function to calculate envelopes based on residuals for the bessel regression.

Usage

envelope_bes(
  residual,
  kap,
  lam,
  x,
  v,
  nsim_env,
  prob,
  n,
  epsilon,
  link.mean,
  link.precision
)

Arguments

residual

character indicating the type of residual ("pearson", "score" or "quantile").

kap

coefficients in kappa related to the mean parameter.

lam

coefficients in lambda related to the precision parameter.

x

matrix containing the covariates for the mean submodel. Each column is a different covariate.

v

matrix containing the covariates for the precision submodel. Each column is a different covariate.

nsim_env

number of synthetic data sets to be generated.

prob

confidence level of the envelope (number between 0 and 1).

n

sample size.

epsilon

tolerance parameter used in the Expectation-Maximization algorithm applied to the synthetic data.

link.mean

a string containing the link function for the mean. The possible link functions for the mean are "logit","probit", "cauchit", "cloglog".

link.precision

a string containing the link function the precision parameter. The possible link functions for the precision parameter are "identity", "log", "sqrt", "inverse".

Value

Matrix with dimension 2 x n (1st row = upper bound, second row = lower bound).