estimate_pi_given_lambda_rho: Estimate the mixture proportions

In jhmarcus/bvashr: Bivariate Adaptive Shrinkage

Description

estimates the mixture proportions via convex optimzation condtional on the current estimate of the loadings matrix

Usage

estimate_pi_given_lambda_rho(Y, S, U, lambda_12, lambda_21, rho)

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
lambda_12	double causal effect of trait 2 –> trait 1
lambda_21	double causal effect of trait 1 –> trait 2
rho	double correlation of the estimated effects

Value

pi_vec vector next estimate of mixture proportions

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