EmpiricalBayes: Empirical Bayes method for lambda

In USTCLifengLiu/StatComp21038: Bayesian Lasso Regression function

Description

it is an empirical bayes method to get the lambda, and we use mento carlo EM

Usage

EmpiricalBayes(L0, tol, tauinv2, p, lambda)

Arguments

L0	a double value
tol	a double value
tauinv2	a vector
p	an int value
lambda	a double value

Value

a numericvector

Examples

## Not run: 
L0<-0.1;tol<-10^(-3);tauinv2<-c(1,2,3);p<-3;lambda<-1
EmpiricalBayes(L0,tol,tauinv2,p,lambda)

## End(Not run)

USTCLifengLiu/StatComp21038 documentation built on Dec. 23, 2021, 10:18 p.m.