user89861 user89861 - 3 months ago 8
R Question

rbprobitGibbs help documentation simulated input values?

When I look at the help file for the above, it gives this sample program in R:

##
## rbprobitGibbs example
##
if(nchar(Sys.getenv("LONG_TEST")) != 0) {R=2000} else {R=10}

set.seed(66)
simbprobit=
function(X,beta) {
## function to simulate from binary probit including x variable
y=ifelse((X%*%beta+rnorm(nrow(X)))<0,0,1)
list(X=X,y=y,beta=beta)
}

nobs=200
X=cbind(rep(1,nobs),runif(nobs),runif(nobs))
beta=c(0,1,-1)
nvar=ncol(X)
simout=simbprobit(X,beta)

Data1=list(X=simout$X,y=simout$y)
Mcmc1=list(R=R,keep=1)

out=rbprobitGibbs(Data=Data1,Mcmc=Mcmc1)

summary(out$betadraw,tvalues=beta)

if(0){
## plotting example
plot(out$betadraw,tvalues=beta)
}


So, my question is, does the code for simbprobit simply prepare some simulated values for the rbprobitGibbs function? That is, if I am computing the results from rbprobitGibbs, can I effectively ignore simbprobit and simply prepare the Data, Prior, Mcmc input values?

Answer

Yes, after some research, I discovered it is a simulated random input via simbprobit, because of the function call rnorm which means that it is a random variable. From the help file:

"dnorm gives the density, pnorm gives the distribution function, qnorm gives the quantile function, and rnorm generates random deviates."

Comments