Haar-wavelet spike-and-slab BayesThresh estimator (Abramovich 1998)

Usage

morie_ghosal_wavelet_prior(x, pi = 0.5, sigma = NULL, noise = NULL)

Arguments

x: Numeric data vector.
pi: Numeric prior inclusion probability (default 0.5).
sigma: Optional slab sd.
noise: Optional noise sd.

Value

Named list with estimate, fitted, noise, sigma, inclusion, n, method.

Examples

set.seed(1)
morie_ghosal_wavelet_prior(x = rnorm(50))
#> $estimate
#> [1] 0.08069692
#> 
#> $fitted
#>  [1]  0.005131439  0.089307289 -0.056698693  0.276604593  0.104388753
#>  [6] -0.020083160  0.123350961  0.148454831  0.138967866  0.046718558
#> [11]  0.241653182  0.120680530 -0.036860527 -0.221888776  0.222309751
#> [16]  0.095334436  0.069921979  0.171332880  0.156467593  0.133739255
#> [21]  0.196499479  0.182846784  0.066228939 -0.195989617  0.139253989
#> [26]  0.069892106  0.051303131 -0.094498321  0.020809612  0.114775561
#> [31]  0.220015678  0.054118071  0.112516724  0.067966182 -0.082096480
#> [36]  0.019554262  0.025892128  0.059515843  0.195200382  0.161385907
#> [41]  0.050706159  0.041848979  0.144142756  0.130144073 -0.011370198
#> [46] -0.013237612  0.119557939  0.160238549  0.056714257  0.162077957
#> 
#> $noise
#> [1] 0.6570123
#> 
#> $sigma
#> [1] 0.3406794
#> 
#> $inclusion
#> [1] 0.5029475
#> 
#> $n
#> [1] 50
#> 
#> $method
#> [1] "Haar-wavelet spike-and-slab BayesThresh"
#>