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plw (version 1.32.0)

estimateMVbeta: Zero mean multivariate t-dist. with covariate dependent scale.

Description

Estimate the parameters m and $v$ of the multivariate t-distribution with zero expectation, where $v$ is modeled as smooth function of a covariate. The covariance matrix $Sigma$ is assumed to be known.

Usage

estimateMVbeta(y, x, Sigma, maxIter = 200, epsilon = 1e-06, verbose = FALSE, nknots = 10, nOut = 2000, nIn = 4000, iterInit = 3, br = NULL)

Arguments

y
Data matrix
x
Covariate vector
Sigma
Covariance matrix
maxIter
Maximum number of iterations
epsilon
Convergence criterion
verbose
Print computation info or not
nknots
Number of knots of spline for $v$
nOut
Parameter for calculating knots, see getKnots
nIn
Parameter for calculating knots, see getKnots
iterInit
Number of iteration in when initiating $Sigma$
br
Knots, overrides nknots, n.out and n.in

Value

Sigma
The input covariance matrix for y
m
Estimated shape parameter for inverse-gamma prior for gene variances
v
Estimated scale parameter curve for inverse-gamma prior for gene variances
converged
TRUE if the EM algorithms converged
iter
Number of iterations
modS2
Moderated estimator of gene-specific variances
histLogS2
Histogram of log(s2) where s2 is the ordinary variance estimator
fittedDensityLogS2
The fitted density for log(s2)
logs2
Variance estimators, logged with base 2.
beta
Estimated parameter vector $beta$ of spline for $v(x)$
knots
The knots used in spline for $v(x)$
x
The input vector covariate vector x

Details

The multivariate t-distribution is parametrized as:

$$y|c \sim N(\mu,c\Sigma)$$ $$c \sim \mbox{InvGamma}(m/2,m\nu/2)$$ where $v$ is function of the covariate x: $v(x)$ and $N$ denotes a multivariate normal distribution, $Sigma$ is a covariance matrix and $InvGamma(a,b)$ is the inverse-gamma distribution with density function $$f(x)=(\beta)^{\alpha} \exp\{-\beta/x\} x^{-\alpha-1}/\Gamma(\alpha)$$

A cubic spline is used to parameterize the smooth function $v(x)$ $$\nu(x) = \exp\{ H(x)^T \beta \}$$ where $H:R->R^(2p-1)$ is a set B-spline basis functions for a given set of p interior spline-knots, see chapter 5 of Hastie (2001). In this application $mu$ equals zero, and m is the degrees of freedom.

References

Hastie, T., Tibshirani, R., and Friedman, J. (2001). The Elements of Statistical Learning, volume 1. Springer, first edition.

Kristiansson, E., Sj$o$gren, A., Rudemo, M., Nerman, O. (2005). Weighted Analysis of Paired Microarray Experiments. Statistical Applications in Genetics and Molecular Biology 4(1)

$A$strand, M. et al. (2007a). Improved covariance matrix estimators for weighted analysis of microarray data. Journal of Computational Biology, Accepted.

$A$strand, M. et al. (2007b). Empirical Bayes models for multiple-probe type arrays at the probe level. Bioinformatics, Submitted 1 October 2007.

See Also

plw, lmw, estimateSigmaMVbeta