integratemvn

integratemvnR

Used in the process of Monte Carlo integration
over multivariate normal random effects. This generates the
random draws from the multivariate normal distribution
and multiplies these by the data.
Not intended to be called directly by most users.

Calculate Bayesian marginal effects, average marginal effects, and marginal coefficients (also called population averaged coefficients) for models fit using the 'brms' package including fixed effects, mixed effects, and location scale models. These are based on marginal predictions that integrate out random effects if necessary (see for example <doi:10.1186/s12874-015-0046-6> and <doi:10.1111/biom.12707>).

Joshua F Wiley

brmsmargins

Bayesian Marginal Effects for 'brms' Models

Joshua F. Wiley

Donald Hedeker

integratemvn function

<dl><dt>X</dt>
<dd>A numeric matrix of the data to be multiplied by the random effects</dd>
<dt>k</dt>
<dd>An integer, the number of random samples to be used for numerical integration</dd>
<dt>sd</dt>
<dd>A numeric vector of the standard deviations</dd>
<dt>chol</dt>
<dd>A numeric matrix, which should be the Cholesky decomposition of the
correlation matrix of the multivariate normal distribution.</dd></dl>

Arguments

<ul>
<li><code>integratemvnR()</code>: Pure <code>R</code> implementation of <code>integratemvn()</code>.</li>
</ul>

Functions

Integrate over Multivariate Normal Random Effects — integratemvn

<dl>

<dt>X</dt>
<dd>A numeric matrix of the data to be multiplied by the random effects</dd>


<dt>k</dt>
<dd>An integer, the number of random samples to be used for numerical integration</dd>


<dt>sd</dt>
<dd>A numeric vector of the standard deviations</dd>


<dt>chol</dt>
<dd>A numeric matrix, which should be the Cholesky decomposition of the
correlation matrix of the multivariate normal distribution.</dd>

</dl>

integratemvn: Integrate over Multivariate Normal Random Effects

Description

Usage

Value

Arguments

Functions

Examples