Description Usage Arguments Details Value Author(s) Examples
This function estimates the standard deviation when family="gaussian"
. This function is for internal use called by the icmm
function.
1 |
Y |
an (n*1) numeric matrix of responses. |
X |
an (n*p) numeric design matrix. |
beta |
a (p*1) matrix of regression coefficients. |
alpha |
a scalar value of hyperparmeter |
Estimate standard deviation as the mode of its full conditional distribution function when specify family="gaussian"
. This function is for internal use called by the icmm
function.
Return a scalar value of standard deviation.
Vitara Pungpapong, Min Zhang, Dabao Zhang
1 2 3 4 5 6 7 8 9 | data(simGaussian)
Y<-as.matrix(simGaussian[,1])
X<-as.matrix(simGaussian[,-1])
alpha<-0.5
# Obtain initial values from lasso
data(initbetaGaussian)
beta<-as.matrix(initbetaGaussian)
# Obtain sigma
sigma<-get.sigma(Y=Y, X=X, beta=beta, alpha=alpha)
|
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