expand_cov

This is an internal (non-exported) function. This help
 page provides additional documentation mainly intended for
 developers and expert users.

internal

Implements the multivariate adaptive shrinkage (mash)
method of Urbut et al (2019) <DOI:10.1038/s41588-018-0268-8> for
estimating and testing large numbers of effects in many conditions
(or many outcomes). Mash takes an empirical Bayes approach to
testing and effect estimation; it estimates patterns of similarity
among conditions, then exploits these patterns to improve accuracy
of the effect estimates. The core linear algebra is implemented in
C++ for fast model fitting and posterior computation.

Peter Carbonetto

mashr

Multivariate Adaptive Shrinkage

Matthew Stephens

Sarah Urbut

Gao Wang

Yuxin Zou

Yunqi Yang

Sam Roweis

David Hogg

Jo Bovy

expand_cov function

<dl><dt>Ulist</dt>
<dd>a list of covarance matrices</dd>
<dt>grid</dt>
<dd>a grid of scalar values by which the covariance
matrices are to be sc</dd>
<dt>usepointmass</dt>
<dd>if TRUE adds a point mass at 0 (null component)
to the list</dd></dl>

Arguments

Create expanded list of covariance matrices expanded by grid — expand_cov

<dl>

<dt>Ulist</dt>
<dd>a list of covarance matrices</dd>


<dt>grid</dt>
<dd>a grid of scalar values by which the covariance
matrices are to be sc</dd>


<dt>usepointmass</dt>
<dd>if TRUE adds a point mass at 0 (null component)
to the list</dd>

</dl>

Create expanded list of covariance matrices expanded by grid

expand_cov: Create expanded list of covariance matrices expanded by grid

Description

Usage

Value

Arguments