unequalVarShrink: Perform James-Stein shrinkage estimation using unequal...

In bayesbio: Miscellaneous Functions for Bioinformatics and Bayesian Statistics

Description

Traditional JS shrinkage estimation assumes equal variances for each of the data points, while this algorithm extends JS shrinkage estimation to entries with different variances.

Usage

unequalVarShrink(stat, vars, verbose = TRUE)

Arguments

stat	Input statistics to be shrinkage estimated.
vars	Corresponding variances of equal length.
verbose	Whether information about the algorithm should be reported.

Value

A data frame containing the shrinkage estimated statistics.

References

http://projecteuclid.org/euclid.ss/1331729986

bayesbio documentation built on May 2, 2019, 3:43 a.m.