Hprime_w_safab: Derivative of objective function to be minimized, as...

In spencerwoody/saFAB: Selection-adjusted FAB inference

Description

Derivative of objective function to be minimized, as described by...

Usage

Hprime_w_safab(w, theta, sigma, t, alpha, marginal_fun, ...)

Arguments

w	weight corresponding to theta; i.e., w(theta)
theta	the mean of sampling distribution y
sigma	standard deviation of sampling distribution for y
t	the truncation, i.e. y ~ N(theta, sigma) * 1(abs(y) > t)
alpha	confidence level
marginal_fun	the function for the marginal distribution
...	optional arguments to the marginal function

spencerwoody/saFAB documentation built on Feb. 18, 2020, 5:56 a.m.