cash: Fit Empirical Bayes Normal Means with Correlated Noise

Description Usage Arguments

View source: R/cashr.R

Description

This is the main interface for fitting correlated EBNM models based on algorithms proposed by Sun and Stephens. The default behaviour is simply to run the biconvex optimization and return the result and posterior calculations.

Usage

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cash(x, s = 1, deltaAt0 = TRUE, gd.order = 10, omega.lambda = 10,
  omega.rho = 0.5, omega.pen = NULL, mixsd.mult = sqrt(2),
  gd.priority = FALSE, control = list(maxiter = 50))

Arguments

x

A p vector of observations

s

A scalar or a p vector of standard deviations.

deltaAt0

Logical, indicating whether to use a point mass at zero as one of components for a mixture distribution of the prior.

gd.priority

Logical, indicating whether to optimizer over prior


LSun/cashalpha documentation built on Dec. 9, 2018, 2:10 p.m.