R/cauchy.threshzero.R

In EbayesThresh: Empirical Bayes Thresholding and Related Methods

cauchy.threshzero <- function(z, w) {
#    
# The objective function that has to be zeroed to find the Cauchy
# threshold. z is the putative threshold vector, w is the weight w
# can be a vector
#
    y <- pnorm(z) - z * dnorm(z) - 1/2 -
         (z^2 * exp( - z^2/2) * (1/w - 1))/2
    return(y)
}