ConvexDual: Convex Optimization of the Kiefer-Wolfowitz NPMLE
In ebTobit: Empirical Bayesian Tobit Matrix Estimation
View source: R/fittingMethods.R
ConvexDual R Documentation
Convex Optimization of the Kiefer-Wolfowitz NPMLE
Description
This method only works if there is a working installation of REBayes
available. See the REBayes package and corresponding papers for more
implementation details.
Usage
ConvexDual(A, ...)
Arguments
A
numeric matrix likelihoods
...
further arguments passed to Rmosek such as rtol
Details
The matrix A is structured as follows: A_ij = P(X_i | theta = t_j),
where X_i is the i'th observation and t_j is the j'th set of
parameters/grid-point.
Value
a vector containing the fitted prior
ebTobit documentation built on May 29, 2024, 5:06 a.m.
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View source: R/fittingMethods.R
| ConvexDual | R Documentation |
Convex Optimization of the Kiefer-Wolfowitz NPMLE
Description
This method only works if there is a working installation of REBayes
available. See the REBayes package and corresponding papers for more
implementation details.
Usage
ConvexDual(A, ...)
Arguments
A |
numeric matrix likelihoods |
... |
further arguments passed to |
Details
The matrix A is structured as follows: A_ij = P(X_i | theta = t_j),
where X_i is the i'th observation and t_j is the j'th set of
parameters/grid-point.
Value
a vector containing the fitted prior
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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