Sample from the OLS estimate of the beta parameters

Simulate the beta parameters, approximately normal conditional on ||beta||^2=1

Usage

sample_ellipse_beta(x, nsim = 100, tol = 0, maxiter = 500)

Arguments

x

ellipsoid object

nsim

number of simulations

tol

tolerance when comparing to vector length 1

maxiter

maximum number of iterations to try to get enough samples within tolerance