uniform_mix_llike: Log-likelihood when using t errors and mixture of uniforms...

Description Usage Arguments Author(s)

View source: R/mouthwash_uniform_em.R

Description

Log-likelihood when using t errors and mixture of uniforms prior.

Usage

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
uniform_mix_llike(
  pi_vals,
  z2,
  xi,
  betahat_ols,
  S_diag,
  alpha_tilde,
  a_seq,
  b_seq,
  lambda_seq,
  degrees_freedom,
  var_inflate_pen = 0
)

Arguments

pi_vals

A vector of non-negative numerics that sums to one. The current values of the mixing proportions.

z2

A vector of numerics. The current values of the unobserved confounders.

xi

A positive numeric. The current value of the variance inflation factor.

betahat_ols

A vector of numerics. The OLS regression coefficients.

S_diag

A vector of positive numerics. The standard errors.

alpha_tilde

A matrix of numerics. The estimates of the coefficients of the confounders.

a_seq

A vector of numerics (usually non-positive). The lower bounds of the uniform mixing densities.

b_seq

A vector of numerics (usually non-negative). The upper bounds of the uniform mixing densities.

lambda_seq

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

degrees_freedom

A positive scalar or a vector of positive scalars the length of betahat_ols. The degrees of freedom of the t-distribution.

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.