back_update_v: Update for the variational density of v.
In dcgerard/vicar: Various Ideas for Confounder Adjustment in Regression
Description
Usage
Arguments
Author(s)
Description
Update for the variational density of v.
Usage
1
back_update_v(betahat_ols, S_diag, Amat, mubeta, 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.
mubeta
The current means of the betas.
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.
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Description Usage Arguments Author(s)
Description
Update for the variational density of v.
Usage
1 | back_update_v(betahat_ols, S_diag, Amat, mubeta, 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
|
Amat |
The A matrix for the variational EM. |
mubeta |
The current means of the betas. |
xi |
A positive numeric. The current value of xi. |
phi |
A numeric. The "g" hyperparameter. |
Author(s)
David Gerard
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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