back_update_qbeta: Update for the variational density of beta

In dcgerard/vicar: Various Ideas for Confounder Adjustment in Regression

Description

Update for the variational density of beta

Usage

back_update_qbeta(betahat_ols, S_diag, Amat, pivec, tau2_seq, muv, xi, phi)

Arguments

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.
pivec	The current values of the mixing proportions.
tau2_seq	The known grid of prior mixing variances.
muv	A matrix of one column of numerics. The current mean of v.
xi	A positive numeric. The current value of xi.
phi	A numeric. The "g" hyperparameter.

Author(s)

David Gerard

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