predictive_recursion: Predictive recursion by Newton (2002)

In dulilun/EB: An Empirical Bayes Method for Chi-Squared Data

Description

Predictive recursion by Newton (2002)

Usage

predictive_recursion(x, k)

Arguments

x	a sequence of chi-squared test statistics
k	degrees of freedom

Value

a list: null proportion, prior probability, and lambda-mesh values

Examples

set.seed(2021)
p = 1000
k = 7
# the prior distribution for lambda
alpha = 2
beta =  10
# lambda
lambda = rep(0, p)
pi_0 = 0
p_0 = floor(p*pi_0)
p_1 = p-p_0
lambda[(p_0+1):p] = stats::rgamma(p_1, shape = alpha, rate=1/beta)
# Generate a Poisson RV
J = sapply(1:p, function(x){rpois(1, lambda[x]/2)})
X = sapply(1:p, function(x){rchisq(1, k+2*J[x])})
out = predictive_recursion(X, k)

dulilun/EB documentation built on May 30, 2021, 2:18 a.m.