devoges/AddInfo: Performs the adaptive external information estimator from Tarima and Pavlov (2006)

Tarima and Pavlov (2006) prevents a method of estimating a parameter of interest while using information provided from an external source such as previous publications. The external information need not be the same parameter as the one of interest, as long as the parameter (s) from the external information can be calculated using data you have it can be used to decrease the variance in estimating your parameter of interest. The paper also describes an adaptive method of doing this, which is exactly what is implemented here.

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devoges/AddInfo documentation built on May 12, 2017, 10:56 p.m.