Generating function for the conditional distribution of a linear regression model.
Generates an object of class "AbscontCondDistribution"
which
is the conditional distribution of a linear regression model (given
the regressor).
LMCondDistribution(Error = Norm(), theta = 0, intercept = 0, scale = 1)
Error |
Object of class |
theta |
numeric vector: regression parameter. |
intercept |
real number: intercept parameter. |
scale |
positive real number: scale parameter. |
Object of class "AbscontCondDistribution"
Matthias Kohl Matthias.Kohl@stamats.de
# normal error distribution (D1 <- LMCondDistribution(theta = 1)) # corresponds to Norm(cond, 1) plot(D1) r(D1) d(D1) p(D1) q(D1) ## in RStudio or Jupyter IRKernel, use q.l(.)(.) instead of q(.)(.) param(D1) cond(D1) d(D1)(0, cond = 1) d(Norm(mean=1))(0) E(D1, cond = 1) E(D1, function(x){x^2}, cond = 2) E(Norm(mean=2), function(x){x^2})
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