estimate_lambda_rho_given_pi: Estimate lambda and rho

In jhmarcus/bvashr: Bivariate Adaptive Shrinkage

Description

estimate lambda and rho condtional on knowing the mixture proportions using a blackbox numerical optimizer

Usage

estimate_lambda_rho_given_pi(Y, S, U, pi_vec)

Arguments

Y	matrix of betahats n x 2
S	matrix of std. errors n x 2
U	array prior diagonal 2 x 2 covariance matricies
pi_vec	vector prior K mixture proportions (weights)

Value

lambda_rho list of estimated parameters

jhmarcus/bvashr documentation built on May 20, 2019, 4:09 p.m.