brent_obj_norm: Objective function for updating variance inflation parameter...

Description Usage Arguments Author(s)

View source: R/mouthwash_normal_em.R

Description

Objective function for updating variance inflation parameter during EM for mixtures of normals prior.

Usage

1
brent_obj_norm(xi, qvals, S_diag, tau2_seq, resid_vec, var_inflate_pen = 0)

Arguments

xi

The current value of the variance inflation parameter.

qvals

The probabilities from the E step. A matrix.

S_diag

A vector of positive numerics. The estimated standard errors.

tau2_seq

The grid of variances. This is the same thing as grid_seq in mouthwash_second_step if likelihood = "normal".

resid_vec

The residuals from the OLS estimates and the bias term induced by the confounders.

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.