estimateTruncParamModel: A function for estimating parmetric model 1 (truncation)

In ammeir2/selectiveTweedy:

Description

A function for estimating the model which assumes that mu ~ N(0, b) and y ~ TN(mu, 1, threshold). The selection rule is x < threshold[1] or x > threshold[2].

Usage

estimateTruncParamModel(x, threshold, sigmaGrid = NULL, maxSigma = NULL,
  nIntPoints = 10^4, seed = NULL, knownSigma = NULL)

Arguments

x	the observed z-scores
threshold	the selection threshold for the selection rule x < threshold[1] or x > threshold[2]. If a scalar is provided, then threshold is set to c(-abs(threshold), abs(threshold)).
sigmaGrid	an optional grid of stadard deviation values over which to evaluate the likelihood
maxSigma	an optional maximal value for the standard deviation of mu
nIntPoints	number of samples to take for numerical integration
seed	an optional seed
knownSigma	the standard deviation of the distribution of the normal means is known if it is known (for computing the true bayes rule)

ammeir2/selectiveTweedy documentation built on May 24, 2019, 3:02 a.m.