hisemi (version 1.1-0)

scaledTMix.sat: Fits saturated model to t-statistics

Description

Fit saturated model to t-statistics, i.e., a two-component mixture model (a central t and a scaled central t with scale greater than 1) to each t-statistics separately.

Usage

scaledTMix.sat(tstat, df)

Arguments

tstat

A numeric vector of t-statistics.

df

A numeric scalar or vector of the same length as tstat, giving the degrees of freedom for the tstat.

Value

A numeric vector of estimated scale parameters, with two attributes

pi0

A numeric vector of estimated pi0

logLik

A numeric vector of log likelihood

Details

This functions assumes each t-statistics coming from either a central t-distribution or a scaled central t-distribution. Each t-statistic has a different mixing proportion pi0, whose maximum likelihood estimate will be either 0 or 1. Each t-statistic has a different scale parameter. If pi0=1, the scale parameter will be 1; if pi0=0, the scale parameter will be greater than 1.

See Also

scaledTMix.null, scaledTMix.psat

Examples

# NOT RUN {
set.seed(99927220)
(tstat=rt(5,1))
scaledTMix.sat(tstat,1)
# }