icmm (version 1.2)

get.wprior: Mixing weight estimation.

Description

Given other parameters, this function estimates a mixing weight from the mode of its full conditional distribution function.

Usage

get.wprior(beta)

Arguments

beta

a (p*1) matrix of regression coefficients.

Value

Return a scalar value of a mixing weight.

Details

Given other parameters, this function estimates a mixing weight from the mode of its full conditional distribution function. This function is called when use the independent prior of predictors (no prior on structured predictors).

Examples

# NOT RUN {
data(simGaussian)
Y<-as.matrix(simGaussian[,1])
X<-as.matrix(simGaussian[,-1])
# Obtain initial values from lasso
data(initbetaGaussian)
beta<-as.matrix(initbetaGaussian)
# Estimate the mixing weight
# }
# NOT RUN {
w<-get.wprior(beta)
# }