Steps for estimating the beta prior variance
These lower-level functions are called within DESeq
or nbinomWaldTest
.
End users should use those higher-level function instead.
NOTE: estimateBetaPriorVar
returns a numeric vector, not a DESEqDataSet!
For advanced users: to use these functions, first run estimateMLEForBetaPriorVar
and then run estimateBetaPriorVar
.
estimateBetaPriorVar( object, betaPriorMethod = c("weighted", "quantile"), upperQuantile = 0.05, modelMatrix = NULL ) estimateMLEForBetaPriorVar( object, maxit = 100, useOptim = TRUE, useQR = TRUE, modelMatrixType = NULL )
object |
a DESeqDataSet |
betaPriorMethod |
the method for calculating the beta prior variance, either "quanitle" or "weighted": "quantile" matches a normal distribution using the upper quantile of the finite MLE betas. "weighted" matches a normal distribution using the upper quantile, but weighting by the variance of the MLE betas. |
upperQuantile |
the upper quantile to be used for the "quantile" or "weighted" method of beta prior variance estimation |
modelMatrix |
an optional matrix, typically this is set to NULL and created within the function |
maxit |
as defined in |
useOptim |
as defined in |
useQR |
as defined in |
modelMatrixType |
an optional override for the type which is set internally |
for estimateMLEForBetaPriorVar
, a DESeqDataSet, with the
necessary information stored in order to calculate the prior variance.
for estimateBetaPriorVar
, the vector of variances for the prior
on the betas in the DESeq
GLM
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