Learn R Programming

assist (version 3.1.9)

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)

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.

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.

Author

Chunlei Ke chunlei_ke@yahoo.com and Yuedong Wang yuedong@pstat.ucsb.edu

See Also

shrink0,ssr

Examples

Run this code
if (FALSE) {
x<-rep(1:10,2)
shrink1(x)
}

Run the code above in your browser using DataLab