wfromx

Find Empirical Bayes Weight from Data

DESCRIPTION

Given a vector of data, find the marginal maximum likelihood choice of weight.

USAGE

x = wfromx(x.prior,a)

REQUIRED ARGUMENTS

x	a vector of data

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.

VALUE

The numerical value of the estimated weight is returned.

BACKGROUND

The weight is found by marginal maximum likelihood. The search is over weights corresponding to thresholds in the range [0, sqrt(2*log(n))] where n=length(x). The search is by binary search for a solution to the equation S(w)=0, where S is the score function. The binary search is on a logarithmic scale in w.

SEE ALSO

tfromw, tfromx

EXAMPLES

weight = wfromx(x);