t_succotash_llike_unif: Calculates the loglikelihood of the SUCCOTASH model under...

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

Description

Calculates the loglikelihood of the SUCCOTASH model under uniform mixtures and a t-likelihood.

Usage

t_succotash_llike_unif(pi_Z, lambda, alpha, Y, a_seq, b_seq, sig_diag, nu)

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.
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.
a_seq	A vector of negative numerics containing the left endpoints of the mixing uniforms.
b_seq	A vector of positiv numerics containing the right endpoints of the mixing uniforms.
sig_diag	A vector of length p containing the variances of the observations.
nu	A positive numeric. The degrees of freedom of the t-likelihood.

See Also

t_uniform_succ_given_alpha t_succotash_unif_fixed.

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