tupdate_pi: EM step to update pi

Description Usage Arguments

Description

EM step to update pi

Usage

1
tupdate_pi(Z_old, pi_old, sig_diag, Y, alpha, a_seq, b_seq, nu, lambda)

Arguments

Z_old

A vector of numerics. The current value of Z.

pi_old

A vector of numerics that sums to one. The current value of pi.

sig_diag

A vector of length p containing the variances of the observations.

Y

A matrix of dimension p by 1. These are the observed regression coefficients of the observed variables.

alpha

A matrix. This is of dimension p by k and are the coefficients to the confounding 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.

nu

A positive numeric. The degrees of freedom of the t-distribution.

lambda

A vector. This is a length M vector with the regularization parameters for the mixing proportions.


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