This function fits a null model to t-statistics, i.e., a two-component mixture, with one component being central t-distribution, the other component being scaled central t-distribution with scale parameter larger than 1. The mixing proportion for the central t-distribution is pi0.
scaledTMix.null(tstat, df, starts =
list(pi0 = seq(0.1, 0.99, length = 20),
scale = 2^seq(0.01, log2(max(abs(tstat))),
length = 20)))
A numeric vector of t-statistics.
A numeric scalar or vector of the same length as tstat
, giving the degrees of freedom for the tstat
.
A list of two components, pi0
and scale
. Each being a numeric vector, which defines the grid for searching starting values.
A hesimit
object.
The function finds maximum likelihood estimates of pi0
and scale
. pi0
should lie between 0 and 1. scale
should be larger than 1. The L-BFGS-B
method is used in optimization function optim
.
The parncp
function with zeromean=TRUE
fits the same model, except that it returns ncpest
object instead of hisemit
object.
Qu, Nettleton, Dekkers (2012) A Hierarchical Semiparametric Model for Incorporating Inter-gene Information for Analysis of Genomic Data. Biometrics, 68(4):1168-1177
# NOT RUN {
set.seed(99927220)
(tstat=rt(5,1))
scaledTMix.null(tstat,1)
# }
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