Description Usage Arguments Value Author(s) References See Also Examples
Computes r-values directly from a "Valpha" matrix V where each column of Valpha contains posterior tail probabilities relative to a threshold indexed by alpha.
1 |
V |
a numeric vector with (i,j) entry: V[i,j] = P(theta_i >= theta[alpha_j]|data) |
alpha.grid |
grid of values in (0,1); used for the discrete approximation approach for computing r-values. |
smooth |
either |
A list with the following components
rvalues |
a vector of computed r-values |
Vmarginals |
The estimated V-marginals along the alpha grid points |
Vmarginals.smooth |
a function obtained through interpolation
and smoothing (if desired) the Vmarginals; i.e., an estimate of
λ(α) (see |
Nicholas Henderson and Michael Newton
Henderson, N.C. and Newton, M.A. (2016). Making the cut: improved ranking and selection for large-scale inference. J. Royal Statist. Soc. B., 78(4), 781-804. doi: 10.1111/rssb.12131 https://arxiv.org/abs/1312.5776
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