update_U_ranked function

Update latent utility vector in the ranked probit case

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)

Arguments

  • 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.

Returns

An updated utility vector of length J-1.

Details

This update is basically the same as in the non-ranked case, despite that the truncation point is zero.

Examples

U <- c(0,0) sys <- c(0,0) Sigmainv <- diag(2) update_U_ranked(U, sys, Sigmainv)