draw_beta: Draw from a mixture of normals.

In dcgerard/succotashr: Surrogate and Confounder Correction Occuring Together with Adaptive Shrinkage

Description

Draw from a mean zero mixture of normals given mixing proportions and mixing standard deviations.

Usage

draw_beta(pi_vals, tau_seq, p)

Arguments

pi_vals	A vector length M. The mixing proportions.
tau_seq	A vector of length M. The mixing standard deviations.
p	An integer. The number of samples to draw.

Details

Given mixing proportions pi_vals, and mixing standard deviations (not variances) tau_seq, this function will draw p samples from the mean zero mixture of normals.

Value

beta A vector of length p that are drawn from the mean zero mixture of normals.

dcgerard/succotashr documentation built on May 15, 2019, 1:25 a.m.