Sum of Single Function

Implementation of the SuSiF method

susiF.workhorse(
  obj,
  W,
  X,
  tol,
  init_pi0_w,
  control_mixsqp,
  indx_lst,
  lowc_wc,
  nullweight,
  cal_obj,
  verbose,
  cov_lev,
  min_purity,
  maxit,
  tt,
  parallel = FALSE,
  max_SNP_EM = 500,
  max_step_EM = 1,
  cor_small = FALSE,
  is.pois = FALSE,
  e = 0.001
)

Arguments

obj

an object of class susiF

W

a list in which element D contains matrix of wavelet d coefficients and element C contains the vector of scaling coefficients

X

matrix of size n by p contains the covariates

tol

a small, non-negative number specifying the convergence tolerance for the IBSS fitting procedure. The fitting procedure will halt when the difference in the variational lower bound, or “ELBO” (the objective function to be maximized), is less than tol.

init_pi0_w

starting value of weight on null compoenent in mixsqp (between 0 and 1)

control_mixsqp

list of parameter for mixsqp function see mixsqp package

indx_lst

list generated by gen_wavelet_indx for the given level of resolution

lowc_wc

list of wavelet coefficients that exhibit too little variance

nullweight

numeric value for penalizing likelihood at point mass 0 (should be between 0 and 1) (usefull in small sample size)

cal_obj

logical if set as TRUE compute ELBO for convergence monitoring

verbose

If verbose = TRUE, the algorithm's progress, and a summary of the optimization settings are printed to the console.

cov_lev

numeric between 0 and 1, corresponding to the expected level of coverage of the cs if not specified set to 0.95

min_purity

minimum purity for estimated credible sets

maxit

Maximum number of IBSS iterations.

tt

output of the cal_Bhat_Shat function

parallel

if true use parallel computation

max_SNP_EM

check susiF description

max_step_EM

max_step_EM

cor_small

check susiF description

is.pois

check susiF description

e

threshold value to avoid computing posterior that have low alpha value. Set it to 0 to compute the entire posterio. default value is 0.001

Details

Implementation of the SuSiF method