REBayes (version 0.63)

Bmix: Binomial mixture estimation via Kiefer Wolfowitz MLE

Description

Interior point solution of Kiefer-Wolfowitz NPMLE for mixture of binomials

Usage

Bmix(x, k, v = 300, collapse = TRUE, weights = NULL, ...)

Arguments

x

Count of "successes" for binomial observations

k

Number of trials for binomial observations

v

Grid Values for the mixing distribution defaults to equal spacing of length v on [eps, 1- eps], if v is scalar.

collapse

Collapse observations into cell counts.

weights

replicate weights for x obervations, should sum to 1

...

Other arguments to be passed to KWDual to control optimization

Value

An object of class density with components:

References

Kiefer, J. and J. Wolfowitz Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters Ann. Math. Statist. 27, (1956), 887-906.

Koenker, R and I. Mizera, (2013) ``Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules,'' JASA, 109, 674--685.