getBnds {binarySimCLF}R Documentation

Bounds Of Conditional Mean

Description

Let λ_i = E(Y_i|Y_1, ..., Y_{i-1}). For a given i, the function computes the bounds for λ_i. There is no reason that the user should use this function directly. It is called by the function blrchk1 which is used to check for compatibility with the CLF.

Usage

getBnds(i, u, b)

Arguments

i Indexes the i-th response.
u Mean vector.
b Vector of regression coefficients of length i-1.

Details

The vector b is obtained from the columns of B = allReg(V). See expressions (3) and Lemma 1 in Qaqish(2003).

Value

Returns a list with two components:

nuMin Lower bound for λ_i.
nuMax Upper bound for λ_i.

See Also

blrchk1


[Package binarySimCLF version 1.0 Index]