autoselect.mixsd: Compute a grid of standard deviations to scale the canonical...

In stephenslab/mr.mash.alpha: Multiple Regression with Multivariate Adaptive Shrinkage

Compute a grid of standard deviations to scale the canonical covariance matrices.

Description

Function to compute a grid of standard deviations from univariate simple linear regression summary statistics

Usage

autoselect.mixsd(data, mult = 2)

Arguments

data	a list with two elements. 1 - Bhat, a numeric vector of regression coefficients. 2 - Shat, a numeric vector of of standard erros for the regression coefficients.
mult	a scalar affecting how dense the resulting grid of standard deviations will be.

Value

A numeric vector of standard deviations.

stephenslab/mr.mash.alpha documentation built on Feb. 7, 2025, 10:06 p.m.