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tfromx |
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Find threshold from data |
DESCRIPTION
Given a vector of data, find the threshold corresponding to the marginal maximum likelihood choice of weight.
USAGE
tfromx(w,prior,bayesfac,a)
REQUIRED ARGUMENTS
| w | a mixing weight |
OPTIONAL ARGUMENTS
| prior | specification of the prior to be used; can be 'cauchy' or 'laplace' |
| a | If the Laplace prior is used, a is the scale factor. If the Cauchy prior is used, a is ignored. |
| bayesfac | If 1 the threshold is found using the Bayes factor method, so that the posterior probability of zero is exactly half if the data are equal to the threshold. If 0 (the default), the threshold is that of the posterior median function given the data value |
VALUE
BACKGROUND
First, the routine wfromx is called to find the estimated weight. Then the routine tfromw is used to find the threshold.
SEE ALSO
EXAMPLES