Bayesian distribution regression

distreg draws randomly from the density of F(yo) at a threshold value yo, i.e. the distribution function at a threshold

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

Arguments

thresh	threshold value that is used to binarise the outcome variable
data0	original data set with the first column being the 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);
#> IndepMH algorithm successful. Acceptance ratio =  0.5392157  
plot(density(distob,.1),main="Kernel density plot")