selectiveTweedy:

The aim of this function is to estimate the marginal distribution of a normal, convolved with an unknown prior and then truncated. The model fit can be used to compute the Empirical Bayes rule using Tweedy's Formula.

1 2	paretoTruncNormMix(x, threshold, normComps = 1, iterations = 100, paretoComp = FALSE, verbose = TRUE)

`x`	the observed (truncated) z-scores
`threshold`	the threshold used for screening, the selection rule is abs(x) > abs(threshold)
`normComps`	number of truncated normal components to fit
`iterations`	number of EM iterations
`paretoComp`	whether to include a Generalzed Pareto mixture component
`verbose`	whether to print a progress bar