LambdaPriorChoice {HWEBayes}R Documentation

Called by LambaOptim

Description

Internal function, should not be needed. It is the function that is minmized when the mean and standard deviation for \lambda are being found.

Usage

LambdaPriorChoice(x, nsim, bvec, f1, f2, p1, p2, init)

Arguments

x Proposal for lambdamu and exp(lambdasd).
nsim number of points to simulate from the prior
bvec k vector of Dirichlet prior parameters.
f1 first quantile for inbreeding coefficient f
f2 second quantile for inbreeding coefficient f
p1 probability associated with f1
p2 probability associated with f2
init initial values for lambdamu and lambdasd

Value

Returns the sum of squares that is being minimized.

Author(s)

Jon Wakefield (jonno@u.washington.edu)

References

Wakefield, J. (2009). Bayesian methods for examining Hardy-Weinberg equilibrium. Biometrics.

See Also

LambdaOptim


[Package HWEBayes version 1.2 Index]