Empirical Bayes Variable Selection via ICM/M Algorithm


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Documentation for package ‘icmm’ version 1.2

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icmm-package Empirical Bayes Variable Selection via ICM/M
get.ab Hyperparameter estimation for 'a' and 'b'.
get.alpha Hyperparameter estimation for 'alpha'.
get.beta Obtain model coefficient without assuming prior on structure of predictors.
get.beta.ising Obtain a regression coefficient when assuming Ising prior (with structured predictors).
get.pseudodata.binomial Obtain pseudodata based on the binary logistic regression model.
get.pseudodata.cox Obtain pseudodata based on the Cox's regression model.
get.sigma Standard deviation estimation.
get.wpost Estimate posterior probability of mixing weight.
get.wprior Mixing weight estimation.
get.zeta Local posterior probability estimation
get.zeta.ising Local posterior probability estimation.
icmm Empirical Bayes Variable Selection
initbetaBinomial Initial values for the regression coefficients used in example for running ICM/M algorithm in binary logistic model
initbetaCox Initial values for the regression coefficients used in example for running ICM/M algorithm in Cox's model
initbetaGaussian Initial values for the regression coefficients used in example for running ICM/M algorithm in normal linear regression model
linearrelation Linear structure of predictors
simBinomial Simulated data from the binary logistic regression model
simCox Simulated data from Cox's regression model
simGaussian Simulated data from the normal linear regression model