stein: Stein's estimator.

Description Usage Arguments Author(s) References

View source: R/matrix_est.R

Description

Stein's estimator.

Usage

1
stein(X, tau2 = 1)

Arguments

X

A vector, matrix, or array of numerics. The data.

tau2

A positive numeric. The variance. Assumed known and defaults to 1.

Author(s)

David Gerard.

References

James, W., & Stein, C. (1961, June). Estimation with quadratic loss. In Proceedings of the fourth Berkeley symposium on mathematical statistics and probability (Vol. 1, No. 1961, pp. 361-379).


dcgerard/hose documentation built on Aug. 1, 2019, 12:11 a.m.