normal_only_z: Wrapper for 'succotash_llike', but useful when calling optim.

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

Description

Wrapper for succotash_llike, but useful when calling optim.

Usage

normal_only_z(Z, pi_vals, scale_val, lambda, alpha, Y, tau_seq, sig_diag)

Arguments

Z	A k by 1 matrix of numerics. The hidden confounders.
pi_vals	A vector of numerics that sums to 1. The mixing proportions.
scale_val	A positive numeric. The variance scaling parameter.
lambda	A vector of numerics. The penalty terms.
alpha	A matrix. This is of dimension p by k and are the coefficients to the confounding variables.
Y	A matrix of dimension p by 1. These are the observed regression coefficients of the observed variables.
tau_seq	A vector of length M containing the standard deviations (not variances) of the mixing distributions.
sig_diag	A vector of length p containing the variances of the observations.

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