wandafromx           package:EbayesThresh           R Documentation

_F_i_n_d _w_e_i_g_h_t _a_n_d _s_c_a_l_e _f_a_c_t_o_r _f_r_o_m _d_a_t_a _i_f _L_a_p_l_a_c_e _p_r_i_o_r _i_s _u_s_e_d

_D_e_s_c_r_i_p_t_i_o_n:

     Given a vector of data, find the marginal maximum likelihood
     choice of both weight and scale factor under the Laplace prior.

_U_s_a_g_e:

     wandafromx(x)

_A_r_g_u_m_e_n_t_s:

       x: a vector of data

_D_e_t_a_i_l_s:

     The parameters are found by marginal maximum likelihood.  The
     search is over weights corresponding to thresholds in the range
     [0, sqrt(2 log n)], where n is the length of the data vector. The
     search uses a nonlinear optimization routine ('optim' in R) to
     minimize the negative log likelihood function 'negloglik.laplace'.
      The range over which the scale factor is searched is (0.04, 3).
     For reasons of numerical stability within the optimization, the
     prior is parametrized  internally by the  threshold and the scale
     parameter.

_V_a_l_u_e:

     A list with values 

       w: The estimated weight

       a: The estimated scale factor

_A_u_t_h_o_r(_s):

     Bernard Silverman

_R_e_f_e_r_e_n_c_e_s:

     See 'ebayesthresh' and <URL: http://www.bernardsilverman.com>

_S_e_e _A_l_s_o:

     'wfromx', 'tfromw'

_E_x_a_m_p_l_e_s:

     wandafromx(rnorm(100, c( rep(0,90), rep(5,10))))

