Estimate cor in mashr

• Estimate cor problem

• Using optim function to estimate cor: Estimate cor mle

• Using EM to estimate cor ($\rho$): Estimate cor EM

• Using EM to estimate cor ($V$): Estimate cor EM V (performs bad)

• The examples above are in $R^{2}$. Here are more simulations to compare different methods for $p > 2$ : Estimate cor in mash

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