mash_compute_loglik: Compute loglikelihood for fitted mash object on new data.

In mashr: Multivariate Adaptive Shrinkage

Compute loglikelihood for fitted mash object on new data.

Description

Compute loglikelihood for fitted mash object on new data.

Usage

mash_compute_loglik(g, data, algorithm.version = c("Rcpp", "R"))

Arguments

g	A mash object or the fitted_g from a mash object.
data	A set of data on which to compute the loglikelihood.
algorithm.version	Indicate R or Rcpp version

Details

The log-likelihood for each element is p(Bhat_j | Shat_j,g,\alpha) where Bhat_j | B_j, Shat_j \sim N(B_j, Shat_j) and B_j/Shat_j^\alpha | Shat_j \sim g.

Value

The log-likelihood for data computed using g.

Examples

simdata = simple_sims(50,5,1)
data = mash_set_data(simdata$Bhat, simdata$Shat)
m = mash(data, cov_canonical(data))
mash_compute_loglik(m,data)

mashr documentation built on Oct. 18, 2023, 5:08 p.m.