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REBayes (version 2.56)

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

1,254

Version

2.56

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

June 22nd, 2024

Functions in REBayes (2.56)

Pmix

Poisson mixture estimation via Kiefer Wolfowitz MLE
RLR

Regularized Logistic Regression
Norberg

Norberg Life Insurance Data
Lfdr

Local False Discovery Rate Estimation
Rxiv

Archive function for auxiliary files for latex documents
NPmix

Normal mixture with Poisson sample size via Kiefer Wolfowitz NPMLE
TLmix

NPMLE for Student t location mixtures
Umix

NPMLE for Uniform Scale Mixtures
bwKW2

Bandwidth selection for bivariate KW smoothing
dhuber

Huber density function
WGLVmix

Weighted NPMLE of Longitudinal Gaussian Mean and Variances Model
WTLVmix

NPMLE for Longitudinal Gaussian Means and Variances Model
Weibullmix

NPMLE for Weibull Mixtures
plot.GLVmix

Plot a GLVmix object
medde

Maximum Entropy [De]Regularized Density Estimation
predict.Pmix

Predict Method for Pmix
predict.WGLVmix

Predict Method for WGLVmix
WGVmix

WGVmix: Weighted Generalized Maximum Likelihood for Empirical Bayes Estimation of Gamma Variances
predict.GLVmix

Predict Method for GLVmix
WLVmix

NPMLE for Longitudinal Gaussian Means and Variances Model with Independent Prior
predict.HLmix

Predict Method for HLmix
predict.Bmix

Predict Method for Bmix
traprule

Integration by Trapezoidal Rule
velo

Rotational Velocity of Stars
rmedde

Random number generation from a medde estimate
predict.GLmix

Predict Method for GLmix
rKW

Random sample from KW object
hubereps

Huber epsilon
bwKW

Bandwidth selection for KW smoothing
ThreshFDR

Thresholding for False Discovery Rate
tannenbaum

Perverse Gaussian Mixture data
tacks

Beckett and Diaconis flipping tacks data
flies

Medfly Data
psychtest

Lord and Cressie Binomial Psychological Test Data
bball

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

Plotting method for medde objects
Tncpmix

NPMLE for Student t non-centrality parameter mixtures
qKW

Quantiles of KW fit
predict.B2mix

Predict Method for Bmix
qKW2

Quantiles of bivariate KW fit
qmedde

Quantile function for medde estimate
BPmix

Binomial mixtures with Poisson Trials via Kiefer Wolfowitz NPMLE
Cosslett

Kiefer-Wolfowitz estimator for Cosslett (1983) estimator
KW2smooth

Smooth a bivariate Kiefer-Wolfowitz NPMLE
KWsmooth

Smooth a Kiefer-Wolfowitz NPMLE
Bmix

Binomial mixture estimation via Kiefer Wolfowitz MLE
GLVmix

NPMLE of Gaussian Location-Scale Mixture Model
Finv

Function inversion
Gammamix

NPMLE for Gamma Mixtures
Gompertzmix

NPMLE for Gompertz Mixtures
GLmix

Kiefer-Wolfowitz NPMLE for Gaussian Location Mixtures
B2mix

Bivariate Binomial mixture estimation via Kiefer Wolfowitz MLE
HLmix

Kiefer-Wolfowitz NPMLE for Huber Location Mixtures
GVmix

NPMLE for Gaussian Variance Heterogeneity
KWPrimal

Primal optimization for Kiefer-Wolfowitz problems
KWDual

Dual optimization for Kiefer-Wolfowitz problems
Guvenen

Annual Increments in Log Income
BDGLmix

Efron Bayesian Deconvolution Estimator for Gaussian Mixtures
Gosset

Gosset Criminal Finger Data
L1norm

L1norm for piecewise linear functions