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REBayes (version 2.59)

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

2,521

Version

2.59

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

December 3rd, 2025

Functions in REBayes (2.59)

TLmix

NPMLE for Student t location mixtures
Rxiv

Archive function for auxiliary files for latex documents
Pmix

Poisson mixture estimation via Kiefer Wolfowitz MLE
Gompertzmix

NPMLE for Gompertz Mixtures
Weibullmix

NPMLE for Weibull Mixtures
Lfdr

Local False Discovery Rate Estimation
Gosset

Gosset Criminal Finger Data
L1norm

L1norm for piecewise linear functions
Norberg

Norberg Life Insurance Data
WTLVmix

NPMLE for Longitudinal Gaussian Means and Variances Model
NPmix

Normal mixture with Poisson sample size via Kiefer Wolfowitz NPMLE
plot.GLVmix

Plot a GLVmix object
dhuber

Huber density function
ThreshFDR

Thresholding for False Discovery Rate
psychtest

Lord and Cressie Binomial Psychological Test Data
Tncpmix

NPMLE for Student t non-centrality parameter mixtures
medde

Maximum Entropy [De]Regularized Density Estimation
qKW

Quantiles of KW fit
hubereps

Huber epsilon
qKW2

Quantiles of bivariate KW fit
flies

Medfly Data
qmedde

Quantile function for medde estimate
bwKW2

Bandwidth selection for bivariate KW smoothing
RLR

Regularized Logistic Regression
HLmix

Kiefer-Wolfowitz NPMLE for Huber Location Mixtures
Guvenen

Annual Increments in Log Income
WGVmix

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

Beckett and Diaconis flipping tacks data
WGLVmix

Weighted NPMLE of Longitudinal Gaussian Mean and Variances Model
Umix

NPMLE for Uniform Scale Mixtures
tannenbaum

Perverse Gaussian Mixture data
predict.HLmix

Predict Method for HLmix
predict.GLmix

Predict Method for GLmix
traprule

Integration by Trapezoidal Rule
predict.GLVmix

Predict Method for GLVmix
predict.Bmix

Predict Method for Bmix
rKW

Random sample from KW object
bwKW

Bandwidth selection for KW smoothing
bball

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

Plotting method for medde objects
WLVmix

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

Rotational Velocity of Stars
rmedde

Random number generation from a medde estimate
predict.B2mix

Predict Method for Bmix
predict.Pmix

Predict Method for Pmix
predict.WGLVmix

Predict Method for WGLVmix
GLVmix

NPMLE of Gaussian Location-Scale Mixture Model
BPmix

Binomial mixtures with Poisson Trials via Kiefer Wolfowitz NPMLE
GLmix

Kiefer-Wolfowitz NPMLE for Gaussian Location Mixtures
Gammamix

NPMLE for Gamma Mixtures
Cosslett

Kiefer-Wolfowitz estimator for Cosslett (1983) estimator
BDGLmix

Efron Bayesian Deconvolution Estimator for Gaussian Mixtures
Bmix

Binomial mixture estimation via Kiefer Wolfowitz MLE
Finv

Function inversion
B2mix

Bivariate Binomial mixture estimation via Kiefer Wolfowitz MLE
KWDual

Dual optimization for Kiefer-Wolfowitz problems
HodgesLehmann

Hodges-Lehmann (1952) Modification of Bayes Priors for Compound Decisions Given a prior \(G\) find a modified prior \(f\) that bounds minimax risk.
KW2smooth

Smooth a bivariate Kiefer-Wolfowitz NPMLE
HuberSpline

Huber (1974) Minimal Fisher (location) information spline via conic optimization
GVmix

NPMLE for Gaussian Variance Heterogeneity
KWPrimal

Primal optimization for Kiefer-Wolfowitz problems
KWsmooth

Smooth a Kiefer-Wolfowitz NPMLE