SSS_discretize_Lambda_beta: Given prior Lambda=Beta(kappa,lambda) on the alpha-parameter...

In SequenceSpikeSlab: Exact Bayesian Model Selection Methods for the Sparse Normal Sequence Model

Given prior Lambda=Beta(kappa,lambda) on the alpha-parameter in the spike-and-slab model, make a discretized version of Lambda that is only supported on a grid of approximately m * sqrt(n) discrete values of alpha. This discretized version of Lambda is required as input for SSS_discrete_spike_slab.

Description

Given prior Lambda=Beta(kappa,lambda) on the alpha-parameter in the spike-and-slab model, make a discretized version of Lambda that is only supported on a grid of approximately m * sqrt(n) discrete values of alpha. This discretized version of Lambda is required as input for SSS_discrete_spike_slab.

Usage

SSS_discretize_Lambda_beta(m = 20, n, kappa, lambda)

Arguments

m	A multiplier for the number of discretization points
n	The sample size
kappa	Parameter of the prior. Needs to be at least 0.5.
lambda	Parameter of the prior. Needs to be at least 0.5.

Value

List (alpha_grid, log_probs), where alpha_grid is a vector with the generated grid points, and log_probs are the logs of the prior probabilities of these grid points for the discretized Lambda prior.

SequenceSpikeSlab documentation built on Sept. 8, 2023, 6:06 p.m.