get.sigma {icmm} | R Documentation |
This function estimates the standard deviation when family="gaussian"
. This function is for internal use called by the icmm
function.
get.sigma(Y, X, beta, alpha)
Y |
an (n*1) numeric matrix of responses. |
X |
an (n*p) numeric design matrix. |
beta |
a (p*1) matrix of regression coefficients. |
alpha |
a scalar value of hyperparmeter |
Estimate standard deviation as the mode of its full conditional distribution function when specify family="gaussian"
. This function is for internal use called by the icmm
function.
Return a scalar value of standard deviation.
Vitara Pungpapong, Min Zhang, Dabao Zhang
data(simGaussian)
Y<-as.matrix(simGaussian[,1])
X<-as.matrix(simGaussian[,-1])
alpha<-0.5
# Obtain initial values from lasso
data(initbetaGaussian)
beta<-as.matrix(initbetaGaussian)
# Obtain sigma
sigma<-get.sigma(Y=Y, X=X, beta=beta, alpha=alpha)