estimate_pi_lambda_rho: Estimate pi, lambda, and rho in 2-step iterative algorithim
In jhmarcus/bvashr: Bivariate Adaptive Shrinkage
Description
Usage
Arguments
Value
Description
estimates pi, lambda and rho in a 2-step iterative algorithim where
in each iteration we first estimate w given lambda and rho by convex
optimazation and then estimate lambda and rho given pi using black box
numerical optimization
Usage
1
estimate_pi_lambda_rho(Y, S, U, max_iter = 10)
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
Value
pi_lambda_rho_res list of optimized parameters
jhmarcus/bvashr documentation built on May 20, 2019, 4:09 p.m.
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Description Usage Arguments Value
Description
estimates pi, lambda and rho in a 2-step iterative algorithim where in each iteration we first estimate w given lambda and rho by convex optimazation and then estimate lambda and rho given pi using black box numerical optimization
Usage
1 | estimate_pi_lambda_rho(Y, S, U, max_iter = 10)
|
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 |
Value
pi_lambda_rho_res list of optimized parameters
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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