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REBayes (version 2.60)

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

3,169

Version

2.60

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

March 1st, 2026

Functions in REBayes (2.60)

RLR

Regularized Logistic Regression
Pmix

Poisson mixture estimation via Kiefer Wolfowitz MLE
Tncpmix

NPMLE for Student t non-centrality parameter mixtures
ThreshFDR

Thresholding for False Discovery Rate
HLmix

Kiefer-Wolfowitz NPMLE for Huber Location Mixtures
Guvenen

Annual Increments in Log Income
bball

U.S. Major League Batting Average Data: 2002-2012
L1norm

L1norm for piecewise linear functions
bwKW

Bandwidth selection for KW smoothing
Norberg

Norberg Life Insurance Data
NPmix

Normal mixture with Poisson sample size via Kiefer Wolfowitz NPMLE
Umix

NPMLE for Uniform Scale Mixtures
plot.medde

Plotting method for medde objects
predict.B2mix

Predict Method for Bmix
Rxiv

Archive function for auxiliary files for latex documents
TLmix

NPMLE for Student t location mixtures
rKW

Random sample from KW object
dhuber

Huber density function
bwKW2

Bandwidth selection for bivariate KW smoothing
flies

Medfly Data
hubereps

Huber epsilon
tannenbaum

Perverse Gaussian Mixture data
WGVmix

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

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

Beckett and Diaconis flipping tacks data
predict.HLmix

Predict Method for HLmix
predict.GLmix

Predict Method for GLmix
predict.Bmix

Predict Method for Bmix
WGLVmix

Weighted NPMLE of Longitudinal Gaussian Mean and Variances Model
qKW

Quantiles of KW fit
psychtest

Lord and Cressie Binomial Psychological Test Data
rmedde

Random number generation from a medde estimate
Weibullmix

NPMLE for Weibull Mixtures
Lfdr

Local False Discovery Rate Estimation
WTLVmix

NPMLE for Longitudinal Gaussian Means and Variances Model
medde

Maximum Entropy [De]Regularized Density Estimation
predict.GLVmix

Predict Method for GLVmix
qKW2

Quantiles of bivariate KW fit
plot.GLVmix

Plot a GLVmix object
traprule

Integration by Trapezoidal Rule
predict.Pmix

Predict Method for Pmix
predict.WGLVmix

Predict Method for WGLVmix
qmedde

Quantile function for medde estimate
velo

Rotational Velocity of Stars
Cosslett

Kiefer-Wolfowitz estimator for Cosslett (1983) estimator
Finv

Function inversion
GVmix

NPMLE for Gaussian Variance Heterogeneity
KWsmooth

Smooth a Kiefer-Wolfowitz NPMLE
Bmix

Binomial mixture estimation via Kiefer Wolfowitz MLE
GLVmix

NPMLE of Gaussian Location-Scale Mixture Model
BPmix

Binomial mixtures with Poisson Trials via Kiefer Wolfowitz NPMLE
KWPrimal

Primal optimization for Kiefer-Wolfowitz problems
HuberSpline

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

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

NPMLE for Gamma Mixtures
BDGLmix

Efron Bayesian Deconvolution Estimator for Gaussian Mixtures
B2mix

Bivariate Binomial mixture estimation via Kiefer Wolfowitz MLE
Gosset

Gosset Criminal Finger Data
Gompertzmix

NPMLE for Gompertz Mixtures
GLmix

Kiefer-Wolfowitz NPMLE for Gaussian Location Mixtures
KWDual

Dual optimization for Kiefer-Wolfowitz problems
KW2smooth

Smooth a bivariate Kiefer-Wolfowitz NPMLE