back_obj: Objective function for BACKWASH.

Description Usage Arguments Author(s)

View source: R/backwash.R

Description

This is mostly so that I can use the SQUAREM package.

Usage

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back_obj(
  par_vec,
  betahat_ols,
  S_diag,
  Amat,
  tau2_seq,
  lambda_seq,
  scale_var = TRUE,
  var_inflate_pen = 0
)

Arguments

par_vec

A huge vector of parameters whose elements are in the following order: pivec, mubeta_matrix, sig2beta_matrix, gamma_mat, muv, Sigma_v, phi, xi

betahat_ols

A vector of numerics. The ordinary least squares estimates of the regression coefficients.

S_diag

A vector of positive numerics. The standard errors of betahat_ols.

Amat

The A matrix for the variational EM.

tau2_seq

The known grid of prior mixing variances.

lambda_seq

A vector of numerics greater than 1. The penalties for the prior mixing proportions.

scale_var

A logical. Should we estimate a variance inflation parameter (TRUE) or not (FALSE)?

var_inflate_pen

The penalty to apply on the variance inflation parameter. Defaults to 0, but should be something non-zero when alpha = 1 and scale_var = TRUE.

Author(s)

David Gerard


dcgerard/vicar documentation built on July 7, 2021, 1:08 p.m.