Package 'nev'

Title: Draw Nested Extreme Value Random Variables
Description: Draw nested extreme value random variables, which are the variables that appear in the latent variable formulation of the nested logit model.
Authors: Wilbur Townsend [aut, cre]
Maintainer: Wilbur Townsend <[email protected]>
License: GPL (>= 3)
Version: 1.0.0.0
Built: 2026-06-06 09:05:45 UTC
Source: https://github.com/wilburtownsend/nev

Help Index

Draw nested extreme value random variables

Description

rnev draws nested extreme value random variables.

Usage

rnev(
  N,
  sigma,
  nests,
  tol = 0.001,
  lower_int = NULL,
  upper_int = NULL,
  lower_eval = -10,
  upper_eval = NULL,
  resolution = 2^15
)

Arguments

N

the number of vectors;
sigma

the parameter that measures within-nest correlation, expressed either as a length-num_nests vector or as a scalar (in which case sigma is assumed constant across nests);
nests

a vector of positive integers, indicating the nest of each alternative;
tol

the tolerance on the requirement that the approximate pdf be real-valued, non-negative, and equal to zero at its boundary;
lower_int

an argument passed to fourierin (default depends on sigma);
upper_int

an argument passed to fourierin (default depends on sigma);
lower_eval

an argument passed to fourierin (default = -10);
upper_eval

an argument passed to fourierin (default depends on sigma);
resolution

an argument passed to fourierin (default = 2^15).

Value

An N-by-length(nests) matrix, with each row being a draw from the nested extreme value distribution.

Examples

rnev(10, 0.5, c(1,1,2,3))