View source: R/fit_hyperparameters.R
The function takes the regularized feature means. The global mu0 is the mean of the regularized feature means. It then calculates the unregularized feature means right of the global mean (so that missing values are less problematic). The global variance estimate is the variance of those unregularized values to the global mean.
1 | fit_location_prior(X, mup, zeta, rho, experimental_design)
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list with elements mu0 and sigma20
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