Likelihood object for normal mixture error distribution
Creates a likelihood object for ash for use with normal mixture error distribution
lik_normalmix(pilik, sdlik)
pilik |
a k vector of mixture proportions (k is the number of mixture components), or an n*k matrix that the j'th row the is mixture proportions for betahat_j |
sdlik |
a k vector of component-wise standard deviations, or an n*k matrix that the j'th row the is component-wise standard deviations for betahat_j |
e = rnorm(100,0,0.8) e[seq(1,100,by=2)] = rnorm(50,0,1.5) # generate e~0.5*N(0,0.8^2)+0.5*N(0,1.5^2) betahat = rnorm(100)+e ash(betahat, 1, lik=lik_normalmix(c(0.5,0.5),c(0.8,1.5)))
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