getPostEst

parameter

burn

function to estimate from the posterior samples of <code>parameter</code>

Return posterior estimates, computed from btf posterior draws.
User can supply their own estimating function, <code>est</code>, applied
to the columns of <code><a rd-options="btf" href="/link/getPost?package=btf&version=1.2&to=btf" data-mini-rdoc="btf::getPost">getPost</a></code>.

Trend filtering uses the generalized
lasso framework to fit an adaptive polynomial of degree k to
estimate the function f_0 at each input x_i in the model: y_i =
f_0(x_i) + epsilon_i, for i = 1, ..., n, and epsilon_i
is sub-Gaussian with E(epsilon_i) = 0.  Bayesian trend filtering adapts
the genlasso framework to a fully Bayesian hierarchical model, estimating
the penalty parameter lambda within a tractable Gibbs sampler.

Edward A Roualdes

Estimates Univariate Function via Bayesian Trend Filtering

getPostEst function

Return posterior estimates, computed from btf posterior draws.
User can supply their own estimating function, <code>est</code>, applied
to the columns of <code><a rd-options='btf' href='getPost'>getPost</a></code>.

getPostEst: get posterior estimates from btf object

Description

Usage

Arguments

See Also