unequalVarShrink: Perform James-Stein shrinkage estimation using unequal variances
Description
Traditional JS shrinkage estimation assumes equal variances for each of the data points, while this algorithm extends JS shrinkage estimation to entries with different variances.
Usage
unequalVarShrink(stat, vars, verbose = TRUE)
Arguments
stat
Input statistics to be shrinkage estimated.
vars
Corresponding variances of equal length.
verbose
Whether information about the algorithm should be reported.
Value
A data frame containing the shrinkage estimated statistics.