Shrinkage: Calculate reproducing kernels for Stein shrinkage estimate
Description
Return a matrix evaluating reproducing kernels for the discrete shrinkage towards zero or the mean estimate
Usage
shrink0(x, y=x)
shrink1(x, y=x)
Arguments
x
a vector of numerical values or factor indicating different levels.
y
a vector of numerical values or factor indicating different levels. Default is x.
Value
a matrix with the numbers of row and column equal to the length of x and y respectively.
The $[i, j]$ element is the reproducing kernel evaluated at the ith element of x and jth element of y.
shink0 shrinks towards zero, and shrink1 shinks towards the mean.