update_ptheta_group2: Update conditional expectation of prior probabilities of...

In jmleach-bst/ssnet: Fit Spike-and-Slab Elastic Net GLM With Spatial Priors on Parameters

Update conditional expectation of prior probabilities of inclusion at each iteration.

Description

Update conditional expectation of prior probabilities of inclusion at each iteration.

Usage

update_ptheta_group2(group.vars, p, p.bound = c(0.01, 0.99))

Arguments

group.vars	A vector containing grouping information.
p	The current estimate of conditional prior probabilities of inclusion.
p.bound	A vector defining the lower and upper boundaries for the probabilities of inclusion in the model, respectively. Defaults to c(0.01, 0.99).

Value

A list whose first element is a vector of updated scale parameters for each parameter and whose second element is a vector of updated conditional expectations of prior probabilities of model inclusion.

A single numeric value between 0 and 1 that estimates the overall inclusion probability.

Note

This function is taken unchanged from the R package BhGLM, except that bounds for theta are now able to be specified by the user rather than assumed to be 0.01 and 0.99.

This is a modified version of the function update_ptheta_group from the package BhGLM.

jmleach-bst/ssnet documentation built on March 4, 2024, 5:04 p.m.