This package carries out Empirical Bayes thresholding using the methods developed by I. M. Johnstone and B. W. Silverman. The basic problem is to estimate a mean vector given a vector of observations of the mean vector plus white noise, taking advantage of possible sparsity in the mean vector. Within a Bayesian formulation, the elements of the mean vector are modelled as having, independently, a distribution that is a mixture of an atom of probability at zero and a suitable heavy-tailed distribution. The mixing parameter can be estimated by a marginal maximum likelihood approach. This leads to an adaptive thresholding approach on the original data. Extensions of the basic method, in particular to wavelet thresholding, are also implemented within the package.

Install the latest version of this package by entering the following in R:

`install.packages("EbayesThresh")`

Author | Bernard W. Silverman |

Date of publication | 2012-10-29 08:57:00 |

Maintainer | Ludger Evers <ludger@stats.gla.ac.uk> |

License | GPL (>= 2) |

Version | 1.3.2 |

**beta.cauchy:** Function beta for the quasi-Cauchy prior

**beta.laplace:** Function beta for the Laplace prior

**ebayesthresh:** Empirical Bayes thresholding on a sequence

**ebayesthresh.wavelet:** Empirical Bayes thresholding on the levels of a wavelet...

**isotone:** Weighted least squares monotone regression

**postmean:** Posterior mean estimator

**postmed:** Posterior median estimator

**tfromw:** Find threshold from mixing weight

**tfromx:** Find threshold from data

**threshld:** Threshold data with hard or soft thresholding

**vecbinsolv:** Solve systems of nonlinear equations based on a monotonic...

**wandafromx:** Find weight and scale factor from data if Laplace prior is...

**wfromt:** Mixing weight from posterior median threshold

**wfromx:** Find Empirical Bayes weight from data

**wmonfromx:** Find monotone Empirical Bayes weights from data

**zetafromx:** Estimation of a parameter in the prior weight sequence in the...

beta.cauchy | Man page |

beta.laplace | Man page |

cauchy.medzero | Man page |

cauchy.threshzero | Man page |

ebayesthresh | Man page |

ebayesthresh.wavelet | Man page |

ebayesthresh.wavelet.dwt | Man page |

ebayesthresh.wavelet.splus | Man page |

ebayesthresh.wavelet.wd | Man page |

isotone | Man page |

laplace.threshzero | Man page |

negloglik.laplace | Man page |

postmean | Man page |

postmean.cauchy | Man page |

postmean.laplace | Man page |

postmed | Man page |

postmed.cauchy | Man page |

postmed.laplace | Man page |

tfromw | Man page |

tfromx | Man page |

threshld | Man page |

vecbinsolv | Man page |

wandafromx | Man page |

wfromt | Man page |

wfromx | Man page |

wmonfromx | Man page |

zetafromx | Man page |

NAMESPACE

man

man/tfromw.Rd
man/threshld.Rd
man/isotone.Rd
man/ebayesthresh.wavelet.Rd
man/zetafromx.Rd
man/beta.laplace.Rd
man/beta.cauchy.Rd
man/wmonfromx.Rd
man/postmed.Rd
man/wfromx.Rd
man/postmean.Rd
man/wfromt.Rd
man/wandafromx.Rd
man/tfromx.Rd
man/ebayesthresh.Rd
man/vecbinsolv.Rd
DESCRIPTION

MD5

R

R/beta.cauchy.R
R/postmean.laplace.R
R/cauchy.medzero.R
R/vecbinsolv.R
R/beta.laplace.R
R/threshld.R
R/postmean.R
R/zetafromx.R
R/ebayesthresh.wavelet.R
R/laplace.threshzero.R
R/tfromw.R
R/wfromx.R
R/wfromt.R
R/ebayesthresh.wavelet.dwt.R
R/postmed.R
R/ebayesthresh.R
R/negloglik.laplace.R
R/postmed.laplace.R
R/wmonfromx.R
R/postmean.cauchy.R
R/wandafromx.R
R/postmed.cauchy.R
R/isotone.R
R/cauchy.threshzero.R
R/ebayesthresh.wavelet.splus.R
R/tfromx.R
R/ebayesthresh.wavelet.wd.R
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