wandafromx {ebayesthresh}R Documentation

Find weight and scale factor from data if Laplace prior is used

Description

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

Usage

wandafromx(x)

Arguments

x a vector of data

Details

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).

Value

A list with values

w The estimated weight
a The estimated scale factor

Author(s)

Bernard Silverman

References

See ebayesthresh and http://www.bernardsilverman.com

See Also

wfromx, tfromw

Examples

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

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