EbayesThresh: Empirical Bayes Thresholding and Related Methods

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.

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

View on CRAN

Man pages

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...

Files in this package

EbayesThresh
EbayesThresh/NAMESPACE
EbayesThresh/man
EbayesThresh/man/tfromw.Rd
EbayesThresh/man/threshld.Rd
EbayesThresh/man/isotone.Rd
EbayesThresh/man/ebayesthresh.wavelet.Rd
EbayesThresh/man/zetafromx.Rd
EbayesThresh/man/beta.laplace.Rd
EbayesThresh/man/beta.cauchy.Rd
EbayesThresh/man/wmonfromx.Rd
EbayesThresh/man/postmed.Rd
EbayesThresh/man/wfromx.Rd
EbayesThresh/man/postmean.Rd
EbayesThresh/man/wfromt.Rd
EbayesThresh/man/wandafromx.Rd
EbayesThresh/man/tfromx.Rd
EbayesThresh/man/ebayesthresh.Rd
EbayesThresh/man/vecbinsolv.Rd
EbayesThresh/DESCRIPTION
EbayesThresh/MD5
EbayesThresh/R
EbayesThresh/R/beta.cauchy.R
EbayesThresh/R/postmean.laplace.R
EbayesThresh/R/cauchy.medzero.R
EbayesThresh/R/vecbinsolv.R
EbayesThresh/R/beta.laplace.R
EbayesThresh/R/threshld.R
EbayesThresh/R/postmean.R
EbayesThresh/R/zetafromx.R
EbayesThresh/R/ebayesthresh.wavelet.R
EbayesThresh/R/laplace.threshzero.R
EbayesThresh/R/tfromw.R
EbayesThresh/R/wfromx.R
EbayesThresh/R/wfromt.R
EbayesThresh/R/ebayesthresh.wavelet.dwt.R
EbayesThresh/R/postmed.R
EbayesThresh/R/ebayesthresh.R
EbayesThresh/R/negloglik.laplace.R
EbayesThresh/R/postmed.laplace.R
EbayesThresh/R/wmonfromx.R
EbayesThresh/R/postmean.cauchy.R
EbayesThresh/R/wandafromx.R
EbayesThresh/R/postmed.cauchy.R
EbayesThresh/R/isotone.R
EbayesThresh/R/cauchy.threshzero.R
EbayesThresh/R/ebayesthresh.wavelet.splus.R
EbayesThresh/R/tfromx.R
EbayesThresh/R/ebayesthresh.wavelet.wd.R