EbayesThresh: R Programs for Empirical Bayes Thresholding
Suppose that a sequence of unknown parameters is observed sub ject to independent Gaussian noise. The EbayesThresh package in the S language implements a class of Empirical Bayes thresholding methods that can take advantage of possible sparsity in the sequence, to improve the quality of estimation....
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2005-04-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/1434 |