negloglik.laplace {ebayesthresh} | R Documentation |
This routine calculates the negative log likelihood of the two parameters of the mixed Laplace prior.
It is intended as an auxiliary routine to be called by the
optimization routine within wandafromx
.
For reasons of numerical stability within the optimization, the prior is parametrized by the
threshold and the scale parameter. The routines tfromw
and wfromt
establish the mapping between the threshold and the mixing weight, for any fixed value of the scale parameter.
negloglik.laplace(xpar, xx)
xpar |
A vector of two parameters:
xpar[1] is the threshold and xpar[2] is the scale factor a . |
xx |
vector of data |
The negative log likelihood is returned
Bernard Silverman
See ebayesthresh
and http://www.bernardsilverman.com