simmvp {bayesm} | R Documentation |
simmvp
simulates from the multivariate probit model.
simmvp(X, p, n, beta, sigma)
X |
n*p x length(beta) Design matrix |
p |
dimension of the MVP |
n |
number of observations |
beta |
coefficient vector |
sigma |
p x p covariance matrix |
a list of
y |
p*n vector of 0/1 binary outcomes |
X |
Design matrix |
beta |
coefficients |
sigma |
covariance matrix |
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.
For further discussion, see Bayesian Statistics and Marketing
by Allenby, McCulloch, and Rossi.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html