R: Generating function for the conditional distribution of a...

LMCondDistribution {distrEx} | R Documentation

## Generating function for the conditional distribution of a linear regression model.

### Description

Generates an object of class `"AbscontCondDistribution"` which is the conditional distribution of a linear regression model (given the regressor).

### Usage

    LMCondDistribution(Error = Norm(), theta = 0, intercept = 0, scale = 1)

### Arguments

`Error` | Object of class `"AbscontDistribution"`: error distribution.
`theta` | numeric vector: regression parameter.
`intercept` | real number: intercept parameter.
`scale` | positive real number: scale parameter.

### Value

Object of class `"AbscontCondDistribution"`

### Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

### See Also

`AbscontCondDistribution-class`, `E-methods`

### Examples

    # 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})

[Package distrEx version 2.8.0 Index]