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REBayes (version 0.63)

Empirical Bayes Estimation and Inference in R

Description

Kiefer-Wolfowitz maximum likelihood estimation for mixture models and some other density estimation and regression methods based on convex optimization.

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Version

Install

install.packages('REBayes')

Monthly Downloads

4,377

Version

0.63

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

July 21st, 2016

Functions in REBayes (0.63)

NPMLE for Gamma Mixtures

Binomial mixture estimation via Kiefer Wolfowitz MLE

U.S. Major League Batting Average Data: 2002-2012

Dual optimization for Kiefer-Wolfowitz problems

NPMLE for Gaussian Variance Heterogeneity

Kiefer-Wolfowitz NPMLE for Gaussian Location Mixtures

NPMLE for Gompertz Mixtures

L1norm for piecewise linear functions

Norberg Life Insurance Data

Perverse Gaussian Mixture data

Beckett and Diaconis flipping tacks data

Random number generation from a medde estimate

Archive function for auxiliary files for latex documents

Plotting method for medde objects

Poisson mixture estimation via Kiefer Wolfowitz MLE

Predict Method for GLmix

Quantile function for medde estimate

NPMLE for Student t non-centrality parameter mixtures

NPMLE for Student t location mixtures

NPMLE for Weibull Mixtures

NPMLE for Longitudinal Gaussian Means and Variances Model

NPMLE for Longitudinal Gaussian Means and Variances Model with Independent Prior

WGVmix: Weighted Generalized Maximum Likelihood for Empirical Bayes Estimation of Gamma Variances

Weighted NPMLE ofLongitudinal Gaussian Mean and Variances Model

Integration by Trapezoidal Rule