logvar: Variance of shinkage rule under logistic prior.

In Alexestat/bayesShrink: Bayesian wavelet shrinkage

Description

Provides the variance of the wavelet shrinkage rule under logistic prior.

Usage

logvar(theta, alpha, t, s)

Arguments

theta	Wavelet coefficients vector.
alpha	Weight of the point mass at zero function of the prior.
t	Scale parameter of the logistic prior.
s	Standard deviation of the normal random noise.

Value

Vector of variance of the shrinkage rule.

Examples

logvar(c(0,1,2),0.9,1,1)

Alexestat/bayesShrink documentation built on Oct. 6, 2020, 12:42 a.m.