negloglik.laplace {ebayesthresh}R Documentation

Negative log likelihood of parameters of mixed Laplace prior

Description

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.

Usage

negloglik.laplace(xpar, xx)

Arguments

xpar A vector of two parameters: xpar[1] is the threshold and xpar[2] is the scale factor a.
xx vector of data

Value

The negative log likelihood is returned

Author(s)

Bernard Silverman

References

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

See Also

beta.laplace,wandafromx


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