distreg {bayesdistreg}

Bayesian distribution regression

Description

distreg draws randomly from the density of F(yo) at a threshold value yo

Usage

distreg(thresh, data0, MH = "IndepMH", ...)

Arguments

thresh

threshold value that is used to binarise the continuous outcome variable

data0

original data set with the first column being the continuous outcome variable

MH

metropolis-hastings algorithm to use; default:"IndepMH", alternative "RWMH"

...

any additional inputs to pass to the MH algorithm

Value

fitob a vector of fitted values corresponding to the distribution at threshold thresh

Examples

data0=faithful[,c(2,1)]; qnt<-quantile(data0[,1],0.25)
distob<- distreg(qnt,data0,iter = 102, burn = 2); 
plot(density(distob,.1),main="Kernel density plot")