wandafromx {ebayesthresh} | R Documentation |
Given a vector of data, find the marginal maximum likelihood choice of both weight and scale factor under the Laplace prior.
wandafromx(x)
x |
a vector of data |
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).
A list with values
w |
The estimated weight |
a |
The estimated scale factor |
Bernard Silverman
See ebayesthresh
and http://www.bernardsilverman.com
wandafromx(rnorm(100, c( rep(0,90), rep(5,10))))