bpr {rgm}

Bayesian Probit Regression (BPR)

Description

Performs Bayesian Probit Regression given the predictors and response.

Usage

bpr(y, X, offset = 0, theta, theta_0 = c(0, 0, 0), N_sim = 1)

Arguments

y

Vector of binary responses.

X

Matrix of predictors.

offset

Optional offset for the linear predictor.

theta

Initial values for the regression coefficients.

theta_0

Prior mean for the regression coefficients.

N_sim

Number of simulations to perform.

Value

A matrix of simulated values for the regression coefficients.