unsup_get_Y_tilde_1: Get shrinkage estimate of mean for subject 1

View source: R/unsup_get_Y_tilde_1.R

unsup_get_Y_tilde_1R Documentation

Get shrinkage estimate of mean for subject 1

Description

Compute James-Stein shrinkage estimate of mean for subject 1, using data from all subjects. For formula, see James-Stein Shrinkage section of "Distribution-Free Prediction Sets with Two-Layer Hierarchical Models" (Dunn et al., 2022).

Usage

unsup_get_Y_tilde_1(Y)

Arguments

Y

List containing data of all subjects. Each item in the list is a vector with one subject's observations.

Value

James-Stein shrinkage estimator of subject 1 mean


RobinMDunn/ConformalTwoLayer documentation built on March 22, 2022, 6:38 p.m.