ebps_twostep: Apply ebps then run smash as a two-step procedure

In DongyueXie/smashrgen: Empirical Bayes smoothers

Apply ebps then run smash as a two-step procedure

Description

Apply ebps then run smash as a two-step procedure

Usage

ebps_twostep(
  x,
  s = NULL,
  g_init = NULL,
  q_init = NULL,
  init_control = list(),
  general_control = list(),
  smooth_control = list(),
  homo = FALSE
)

Arguments

x, s	data vector and scaling factor. s can be a vector of the same length as x, or a scalar.
g_init	a list of initial value of sigma2, and g_smooth. g_smooth is the initial prior g of the smoothing method. Can be NULL.
q_init	a list of initial values of m, smooth. m is the posterior mean of mu, smooth the posterior mean of b. See the details below.
init_control	See function ebps_init_control_default
general_control	See function ebps_general_control_default
smooth_control	See function ebps_smooth_control_default

DongyueXie/smashrgen documentation built on Jan. 14, 2024, 5:30 a.m.