Valpha {rvalues} | R Documentation |
R-values from a matrix of posterior tail probabilities.
Description
Computes r-values directly from a "Valpha" matrix V where each column of Valpha contains posterior tail probabilities relative to a threshold indexed by alpha.
Usage
Valpha(V, alpha.grid, smooth = "none")
Arguments
V |
a numeric vector with (i,j) entry: V[i,j] = P(theta_i >= theta[alpha_j]|data) |
alpha.grid |
grid of values in (0,1); used for the discrete approximation approach for computing r-values. |
smooth |
either |
Value
A list with the following components
rvalues |
a vector of computed r-values |
Vmarginals |
The estimated V-marginals along the alpha grid points |
Vmarginals.smooth |
a function obtained through interpolation
and smoothing (if desired) the Vmarginals; i.e., an estimate of
|
Author(s)
Nicholas Henderson and Michael Newton
References
Henderson, N.C. and Newton, M.A. (2016). Making the cut: improved ranking and selection for large-scale inference. J. Royal Statist. Soc. B., 78(4), 781-804. doi: 10.1111/rssb.12131 https://arxiv.org/abs/1312.5776
See Also
Examples
## Not run:
data(fluEnrich)
rvobj <- rvalues(fluEnrich, family = binomial)
Vrvals <- Valpha(rvobj$aux$V, rvobj$aux$alpha.grid)
## End(Not run)