dot-jse: James-Stein estimator

.jseR Documentation

James-Stein estimator

Description

James-Stein estimator

Usage

.jse(x, grand.mean = NULL, targets = NULL)

Arguments

x

input vector of binned means across samples

grand.mean

The global mean across samples

targets

Samples to shrink towards

\hat{\theta}_{JS+} = \left(1 - \frac{(m - 3)\sigma^2}{||\textbf{y} - \nu||^2}\right)


biobenkj/compartmentalizer documentation built on June 10, 2025, 1:57 a.m.