ebci: Robust Empirical Bayes Confidence Intervals

Computes empirical Bayes confidence estimators and confidence intervals in a normal means model. The intervals are robust in the sense that they achieve correct coverage regardless of the distribution of the means. If the means are treated as fixed, the intervals have an average coverage guarantee. The implementation is based on Armstrong, Kolesár and Plagborg-Møller (2020) <arXiv:2004.03448>.

Package details

AuthorMichal Kolesár [aut, cre] (<https://orcid.org/0000-0002-2482-7796>), Tim Armstrong [ctb], Mikkel Plagborg-Møller [ctb]
MaintainerMichal Kolesár <kolesarmi@googlemail.com>
LicenseMIT + file LICENSE
URL https://github.com/kolesarm/ebci
Package repositoryView on CRAN
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ebci documentation built on Sept. 6, 2021, 9:10 a.m.