Posterior mean calculations for Bayesian thresholding.
This function replaces one in the EbayesThresh package, which perform Bayesian thresholding. For more information, see help by Silverman (see references below).
Johnstone, I.M. and Silverman, B.W. (2002) EbayesThresh: R and S-PLUS software for Empirical Bayes thresholding (Submitted for publication).
Johnstone, I.M. and Silverman, B.W. (2004) Needles and hay in haystacks: Empirical Bayes estimates of possibly sparse sequences. Ann. Statist., 32, 1594–1649.
Bernard Silverman's website: http://www.stats.ox.ac.uk/~silverma/ebayesthresh/.