Mixing weight from posterior median threshold

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Description

Given a threshold value, find the mixing weight for which this is the threshold of the posterior median estimator. If a vector of threshold values is provided, the vector of corresponding weights is returned.

Usage

1
wfromt(tt, prior = "laplace", a = 0.5)

Arguments

tt

threshold value or vector of values

prior

specification of prior to be used; can be "cauchy" or "laplace"

a

scale factor if Laplace prior is used. Ignored if Cauchy prior is used.

Value

The numerical value or vector of values of the corresponding weight is returned.

Author(s)

Bernard Silverman

References

See ebayesthresh and http://www.bernardsilverman.com

See Also

tfromw

Examples

1
wfromt( c(2,3,5), prior="cauchy" )