REBayes: Empirical Bayes Estimation and Inference

Kiefer-Wolfowitz maximum likelihood estimation for mixture models and some other density estimation and regression methods based on convex optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical Bayes Mixture Methods, Journal of Statistical Software, 82, 1--26, <DOI:10.18637/jss.v082.i08>.

Package details

AuthorRoger Koenker [aut, cre], Jiaying Gu [ctb], Ivan Mizera [ctb]
MaintainerRoger Koenker <[email protected]>
LicenseGPL (>= 2)
Version1.3
URL https://www.r-project.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("REBayes")

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REBayes documentation built on Feb. 14, 2018, 5:03 p.m.