| Title: | Draw Nested Extreme Value Random Variables |
| Version: | 1.0.0.0 |
| Description: | Draw nested extreme value random variables, which are the variables that appear in the latent variable formulation of the nested logit model. |
| License: | GPL (≥ 3) |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.3.2 |
| Imports: | fourierin (≥ 0.2.5), pracma (≥ 2.4.4), extraDistr (≥ 1.10.0) |
| NeedsCompilation: | no |
| Packaged: | 2025-09-02 14:43:38 UTC; wtownsend |
| Author: | Wilbur Townsend [aut, cre] |
| Maintainer: | Wilbur Townsend <wilbur.townsend@gmail.com> |
| Repository: | CRAN |
| Date/Publication: | 2025-09-08 19:00:09 UTC |
Draw nested extreme value random variables
Description
rnev draws nested extreme value random variables.
Usage
rnev(
N,
sigma,
nests,
tol = 0.001,
lower_int = NULL,
upper_int = NULL,
lower_eval = -10,
upper_eval = NULL,
resolution = 2^15
)
Arguments
N |
the number of vectors; |
sigma |
the parameter that measures within-nest correlation, expressed either as a length-num_nests vector or as a scalar (in which case sigma is assumed constant across nests); |
nests |
a vector of positive integers, indicating the nest of each alternative; |
tol |
the tolerance on the requirement that the approximate pdf be real-valued, non-negative, and equal to zero at its boundary; |
lower_int |
an argument passed to fourierin (default depends on sigma); |
upper_int |
an argument passed to fourierin (default depends on sigma); |
lower_eval |
an argument passed to fourierin (default = -10); |
upper_eval |
an argument passed to fourierin (default depends on sigma); |
resolution |
an argument passed to fourierin (default = 2^15). |
Value
An N-by-length(nests) matrix, with each row being a draw from the nested extreme value distribution.
Examples
rnev(10, 0.5, c(1,1,2,3))