Estimate cor in `mashr`

Last updated: 2018-12-14

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Estimate cor problem
Using optim function to estimate cor: Estimate cor optim
Using EM to estimate cor (\(\rho\)):

Estimate cor EM optim

Estimate cor EM rho
Using EM to estimate cor (\(V\)): Estimate cor EM V
The examples above are in \(\mathcal{R}^{2}\). Here are more simulations to compare different methods for \(R > 2\) : Estimate cor in mash
Fewer iteration: Estimate cor EM V fewer iteration (niter = 3)
Shorter Ulist: Estimate cor EM V shorter Ulist
Smaller samples: Estimate cor EM V subset data
Problem: mV problem
MLE using reparametrization: MLE compare
Null Correlation Heterogeneity: Cor Heterogeneity
Null Correlation Heterogeneity R = 50: Cor Heterogeneity R = 50
Null Correlation Heterogeneity DSC: Cor Heterogeneity DSC
Null Correlation Heterogeneity (with signals) DSC: Cor Heterogeneity Signals DSC

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Estimate cor in mashr

Estimate cor in `mashr`