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REBayes (version 2.54)

Empirical Bayes Estimation and Inference

Description

Kiefer-Wolfowitz maximum likelihood estimation for mixture models and some other density estimation and regression methods based on convex optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical Bayes Mixture Methods, Journal of Statistical Software, 82, 1--26, .

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Version

Install

install.packages('REBayes')

Monthly Downloads

2,497

Version

2.54

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

August 19th, 2023

Functions in REBayes (2.54)

Finv

Function inversion
GVmix

NPMLE for Gaussian Variance Heterogeneity
GLVmix

NPMLE of Gaussian Location-Scale Mixture Model
Gammamix

NPMLE for Gamma Mixtures
GLmix

Kiefer-Wolfowitz NPMLE for Gaussian Location Mixtures
KWDual

Dual optimization for Kiefer-Wolfowitz problems
Lfdr

Local False Discovery Rate Estimation
BPmix

Binomial mixtures with Poisson Trials via Kiefer Wolfowitz NPMLE
KW2smooth

Smooth a bivariate Kiefer-Wolfowitz NPMLE
Guvenen

Annual Increments in Log Income
Bmix

Binomial mixture estimation via Kiefer Wolfowitz MLE
Gompertzmix

NPMLE for Gompertz Mixtures
NPmix

Normal mixture with Poisson sample size via Kiefer Wolfowitz NPMLE
B2mix

Bivariate Binomial mixture estimation via Kiefer Wolfowitz MLE
KWPrimal

Primal optimization for Kiefer-Wolfowitz problems
BDGLmix

Efron Bayesian Deconvolution Estimator for Gaussian Mixtures
Weibullmix

NPMLE for Weibull Mixtures
KWsmooth

Smooth a Kiefer-Wolfowitz NPMLE
L1norm

L1norm for piecewise linear functions
Gosset

Gosset Criminal Finger Data
tannenbaum

Perverse Gaussian Mixture data
Pmix

Poisson mixture estimation via Kiefer Wolfowitz MLE
bwKW2

Bandwidth selection for bivariate KW smoothing
RLR

Regularized Logistic Regression
TLmix

NPMLE for Student t location mixtures
Rxiv

Archive function for auxiliary files for latex documents
Tncpmix

NPMLE for Student t non-centrality parameter mixtures
ThreshFDR

Thresholding for False Discovery Rate
WGVmix

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

Norberg Life Insurance Data
WLVmix

NPMLE for Longitudinal Gaussian Means and Variances Model with Independent Prior
Umix

NPMLE for Uniform Scale Mixtures
predict.B2mix

Predict Method for Bmix
tacks

Beckett and Diaconis flipping tacks data
WGLVmix

Weighted NPMLE of Longitudinal Gaussian Mean and Variances Model
predict.GLVmix

Predict Method for GLVmix
predict.Bmix

Predict Method for Bmix
WTLVmix

NPMLE for Longitudinal Gaussian Means and Variances Model
predict.GLmix

Predict Method for GLmix
flies

Medfly Data
medde

Maximum Entropy [De]Regularized Density Estimation
velo

Rotational Velocity of Stars
qKW2

Quantiles of bivariate KW fit
qmedde

Quantile function for medde estimate
bball

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

Predict Method for Pmix
plot.medde

Plotting method for medde objects
plot.GLVmix

Plot a GLVmix object
rKW

Random sample from KW object
traprule

Integration by Trapezoidal Rule
bwKW

Bandwidth selection for KW smoothing
qKW

Quantiles of KW fit
predict.WGLVmix

Predict Method for WGLVmix
rmedde

Random number generation from a medde estimate
Cosslett

Kiefer-Wolfowitz estimator for Cosslett (1983) estimator