kappa_lambda_funs: Shrinkage parameter functions

Description Usage Arguments Value

View source: R/kappa_functions.R

Description

Generate functions of the shrinkage parameter,

κ_j = \frac{1}{1 + n σ^{-1} τ^2 λ_j^2} ,

with respect to lambda, sigma, or tau, as well as the inverse functions and derivatives of the inverse functions (with respect to scale, variance, or precision). These functions can be used in a transformation of variables, to generate the density of the probability of distribution of kappa given the probability distribution of lambda, sigma, or tau.

Usage

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kappa_lambda_funs(tau = 1, sigma = 1, n = 1)

kappa_tau_funs(lambda = 1, sigma = 1, n = 1)

kappa_sigma_funs(lambda = 1, tau = 1, n = 1)

Arguments

tau

numeric. The global scale parameter.

sigma

numeric. The observation disturbance scale parameter.

n

integer. The number of observations.

lambda

numeric. The local scale parameter.

Value

A list of functions


jrnold/bayz documentation built on May 5, 2019, 5:52 p.m.