calc_lik_matrix_common_cov: calc_lik_matrix_common_cov

In stephenslab/mashr: Multivariate Adaptive Shrinkage

calc_lik_matrix_common_cov

Description

computes matrix of likelihoods for each of J rows of Bhat for each of P prior covariances; special case when standard errors and variances are all same across j.

This is an internal (non-exported) function. This help page provides additional documentation mainly intended for developers and expert users.

Usage

calc_lik_matrix_common_cov(data, Ulist, log = FALSE)

Arguments

data	a mash data object, eg as created by mash_set_data
Ulist	list of prior covariance matrices
log	if true computes log-likelihood

Details

Compared with calc_lik_matrix this function exploits fact that observations are iid in this case, so the inverse covariance matrices only need to be done once, reducing computation to R^3 + JR^2 instead of JR^3

Value

J x P vector of multivariate normal likelihoods, p(bhat | Ulist[p], V), where V is same for each bhat

stephenslab/mashr documentation built on Oct. 19, 2023, 4:14 p.m.