pSelect: Implements the p-variate selection strategy

In ococrook/sugsvarsel: SUGS algorithm of Wang and Dunson (2011), SUGS VarSel algorithm Crook et al.

Description

Implements the p-variate selection strategy

Usage

pSelect(mydata, iter, p, numSelect, Model, mu_0 = NULL, lambda_0 = 0.01,
  nu_0 = NULL, S_0 = NULL, betaHat = c(0.01, 0.1, 1, 5, 10, 15, 30, 50,
  100), a = 10, b = 1, w = c(0.5, 0.5), BPPARAM = bpparam())

Arguments

mydata	A data matrix with observations as rows
iter	The number of random orderingsdev for the SUGS algorithm
p	The number of variables to select
numSelect	The number of times to randomly select variables
Model	Character String indicating whether PML, ML or (both) should be computed. Model selection is performed using PML if PML or both is selected, else model selection is performed using ML.
mu_0	The mean hyperparameter, default is the column means of the data matrix.
lambda_0	The variance of the Guassian mean prior, the dafault value is 0.01.
nu_0	The degrees of freedom hyperparameter, the default value is D, where D is the number of variables.
S_0	The scale hyperparamter, the deault value is a tenth of the column variance of the data matrix.
betaHat	A grid of hyperparameters for the dirichlet concentration parameter, the default is c(0.01, 0.1, 1, 5, 10, 15, 30, 50, 100).
a	The scale of the gamma prior for the dirichlet concentration parameter, the dafault value is 10.
b	The rate of the gamma prior for the dirichlet concentration parameter, the default value is 1.
w	The prior probability of a variable belong to the irrelevant or relevant partition. The vector must contain two entries the first entry being the probabiliy of being irreleavnt and the second being the probability of being relevant The default value is c(0.5,0.5).
BPPARAM	Support for parallel processing using the BiocParallel infrastructure. When missing (default), the default registered BiocParallelParam parameters are used. Alternatively, one can pass a valid BiocParallelParam parameter instance: SnowParam, MulticoreParam, DoparParam, ... see the BiocParallel package for details. To revert to the origianl serial implementation, use NULL.

Value

A matrix where each row is a binary vector indicating whether that variables belongs to the relevant (1) or irrelevant (0) partition.

ococrook/sugsvarsel documentation built on May 27, 2019, 12:12 p.m.