Learn R Programming
⚠️There's a newer version (2.56) of this package.Take me there.

REBayes (version 2.2)

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, .

Copy Link

Version

Install

install.packages('REBayes')

Monthly Downloads

950

Version

2.2

License

GPL (>= 2)

Maintainer

Roger Koenker

Last Published

January 22nd, 2020

Functions in REBayes (2.2)

Rxiv

Archive function for auxiliary files for latex documents
bball

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

NPMLE for Student t non-centrality parameter mixtures
tannenbaum

Perverse Gaussian Mixture data
Gompertzmix

NPMLE for Gompertz Mixtures
Umix

NPMLE for Uniform Scale Mixtures
Weibullmix

NPMLE for Weibull Mixtures
tacks

Beckett and Diaconis flipping tacks data
WLVmix

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

NPMLE for Longitudinal Gaussian Means and Variances Model
Norberg

Norberg Life Insurance Data
Pmix

Poisson mixture estimation via Kiefer Wolfowitz MLE
WGVmix

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

Maximum Entropy [De]Regularized Density Estimation
qmedde

Quantile function for medde estimate
WGLVmix

Weighted NPMLE ofLongitudinal Gaussian Mean and Variances Model
TLmix

NPMLE for Student t location mixtures
flies

Medfly Data
predict.GLmix

Predict Method for GLmix
rmedde

Random number generation from a medde estimate
traprule

Integration by Trapezoidal Rule
predict.Pmix

Predict Method for Pmix
velo

Rotational Velocity of Stars
predict.Bmix

Predict Method for Bmix
plot.medde

Plotting method for medde objects
Cosslett

Kiefer-Wolfowitz estimator for Cosslett (1983) estimator
Bmix

Binomial mixture estimation via Kiefer Wolfowitz MLE
Guvenen

Annual Increments in Log Income
Gosset

Gosset Criminal Finger Data
Gammamix

NPMLE for Gamma Mixtures
KWDual

Dual optimization for Kiefer-Wolfowitz problems
GLmix

Kiefer-Wolfowitz NPMLE for Gaussian Location Mixtures
L1norm

L1norm for piecewise linear functions
GVmix

NPMLE for Gaussian Variance Heterogeneity