simmvp(bayesm)R Documentation

Simulate from Multivariate Probit Model

Description

simmvp simulates from the multivariate probit model.

Usage

simmvp(X, p, n, beta, sigma)

Arguments

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

Value

a list of

y p*n vector of 0/1 binary outcomes
X Design matrix
beta coefficients
sigma covariance matrix

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

References

For further discussion, see Bayesian Statistics and Marketing by Allenby, McCulloch, and Rossi.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

rmvpGibbs


[Package bayesm version 0.0 Index]