succotash_llike: The SUCCOTASH log-likelihood.

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

Description

succotash_llike returns the SUCCOTASH log-likelihood. Returning the regularized log-likelihood is currently not implemented.

Usage

succotash_llike(pi_Z, lambda, alpha, Y, tau_seq, sig_diag,
  plot_new_ests = FALSE, var_scale = TRUE)

Arguments

pi_Z	A vector. The first M values are the current values of π. The last k values are the current values of Z.
lambda	A vector. This is a length M vector with the regularization parameters for the mixing proportions. If NULL then refer to lambda_type.
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.
plot_new_ests	A logical. Should we plot the new estimates of pi?
var_scale	A logical. Should we update the scaling on the variances (TRUE) or not (FALSE).

Value

llike_new A numeric. The value of the SUCCOTASH log-likelihood.

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