solocp_single: solocp_single compute the marginal inclusion probabilities...

In lorenzocapp/solocp: What the Package Does (One Line, Title Case)

solocp_single compute the marginal inclusion probabilities for all time instance in the case n_t=1

Description

solocp_single compute the marginal inclusion probabilities for all time instance in the case n_t=1

Usage

solocp_single(
  y,
  sigma2,
  q = 1,
  tau2 = NULL,
  tau2.spike = NULL,
  tau2.slab = NULL
)

Arguments

y	vector of observations
sigma2	sample variance
q	sparsity inducing parameters (if not included set to 0.1)
tau2	shrinkage parameter (if not included set to 2/sqrt(n))
tau2.spike	spike variance parameters (if not included set to 1/n)
tau2.slab	slab variance parameters (if not included set to n)

Value

Weight of the spike compenent w.spike Weight of the slab compenent w.slab inclusion probability ratio

lorenzocapp/solocp documentation built on Oct. 2, 2022, 4:45 p.m.