Update latent utility vector in the ranked probit case
This function updates the latent utility vector in the ranked probit case.
update_U_ranked(U, sys, Sigmainv)
U
: The current utility vector of length J-1
, differenced such that the vector is negative.sys
: A vector of length J-1
, the systematic utility part.Sigmainv
: The inverted error term covariance matrix of dimension J-1
x J-1
.An updated utility vector of length J-1
.
This update is basically the same as in the non-ranked case, despite that the truncation point is zero.
U <- c(0,0) sys <- c(0,0) Sigmainv <- diag(2) update_U_ranked(U, sys, Sigmainv)
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