t_to_mix: Generate an object of class 'normalmix' that is an...
In dcgerard/stramash: STRAMASH: Specifying The Right Amount of Mixture-likelihood for Adaptive SHrinkage
Description
Usage
Arguments
Author(s)
Description
This is based on the representation of the t as an inverse-gamma
scaled-mixture of Gaussians.
Usage
1
Arguments
mu
The mean of the t-distribution.
sig
The scale parameter of the t-distribution.
df
The degrees of freedom of the t-distribution.
gridsize
The number of mixture components to use. The larger
the more accurate the approximation, but the higher the
computational load — especially if you intend to use this for
stramash.workhorse.
eps
A positive numeric. The tolerance from 0 and 1 for the
grid in the probability space.
Author(s)
David Gerard
dcgerard/stramash documentation built on May 15, 2019, 1:24 a.m.
R Package Documentation
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Description Usage Arguments Author(s)
Description
This is based on the representation of the t as an inverse-gamma scaled-mixture of Gaussians.
Usage
1 |
Arguments
mu |
The mean of the t-distribution. |
sig |
The scale parameter of the t-distribution. |
df |
The degrees of freedom of the t-distribution. |
gridsize |
The number of mixture components to use. The larger
the more accurate the approximation, but the higher the
computational load — especially if you intend to use this for
|
eps |
A positive numeric. The tolerance from 0 and 1 for the grid in the probability space. |
Author(s)
David Gerard
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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