| SSS_discretize_Lambda {SequenceSpikeSlab} | R Documentation |
Given a prior Lambda on the alpha-parameter in the spike-and-slab model,
make a discretized version of Lambda that is only supported on a grid of
approximately m * sqrt(n) discrete values of alpha. This discretized
version of Lambda is required as input for
SSS_discrete_spike_slab.
NB Lambda needs to satisfy a technical condition from the
paper that guarantees its density does not vary too rapidly. For
Lambda=Beta(kappa,lambda) use SSS_discretize_Lambda_beta
instead.
Description
Given a prior Lambda on the alpha-parameter in the spike-and-slab model,
make a discretized version of Lambda that is only supported on a grid of
approximately m * sqrt(n) discrete values of alpha. This discretized
version of Lambda is required as input for
SSS_discrete_spike_slab.
NB Lambda needs to satisfy a technical condition from the
paper that guarantees its density does not vary too rapidly. For
Lambda=Beta(kappa,lambda) use SSS_discretize_Lambda_beta
instead.
Usage
SSS_discretize_Lambda(m = 20, n, log_Lambda_cdf)
Arguments
m |
A multiplier for the number of discretization points |
n |
The sample size |
log_Lambda_cdf |
A function that takes as input a value of alpha and calculates the log of the cumulative distribution function of Lambda at alpha |
Value
List (alpha_grid, log_probs), where alpha_grid is a vector with the generated grid points, and log_probs are the logs of the prior probabilities of these grid points for the discretized Lambda prior.