EbayesThresh:RPrograms for Empirical Bayes Thresholding
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چکیده
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EbayesThresh: R Programs for Empirical Bayes Thresholding
Suppose that a sequence of unknown parameters is observed subject to independent Gaussian noise. The EbayesThresh package in the S language implements a class of Empirical Bayes thresholding methods that can take advantage of possible sparsity in the sequence, to improve the quality of estimation. The prior for each parameter in the sequence is a mixture of an atom of probability at zero and a ...
متن کاملEbayesThresh: R and S-PLUS programs for Empirical Bayes thresholding
This report sets out a package of R and S-PLUS routines that implement a class of Empirical Bayes thresholding methods. The prior considered for each parameter in a sequence is a mixture of an atom of probability at zero and a heavy-tailed density. The package allows for the heavy-tailed density to be either a Laplace (double exponential) density or else a mixture of normal distributions with t...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2005
ISSN: 1548-7660
DOI: 10.18637/jss.v012.i08