This function updates the latent utility vector in the ranked probit case.
Usage
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.
Value
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)
#> [,1]
#> [1,] -1.0792178
#> [2,] -0.3639322
