margins function

Margins cdf/pdf and their derivatives

This function computes the cdf, pdf, and associated derivatives

margins(z, th, model, x = NULL, dfM = NULL)

Arguments

• z: vector of responses
• th: linear combination of covariates (can be negative)
• model: model for margin: "binomial" (bernoulli), "poisson", "nbinom" (mean is the parameter),"nbinom1" (p is the parameter), "geometric", "multinomial", "exponential", "weibull", "normal","t", "laplace"
• x: covariates for the multinomial margin (default is NULL)
• dfM: degrees of freedom for the Student margin (default is NULL)

Returns

• out: Matrix of conditional cdf, derivative with respect to parameter, pdf,

Examples

out = margins(0,2.5,"binomial")

Author(s)

Pavel Krupskii and Bruno N. Remillard, January 20, 2022