getBench: Benchmarked bayes estimator

In ssoro411/bayesae: Hierarchical Bayes Spatial Models for Small Area Estimation

Description

Constrained Bayes estimator which minimizes posterior weighted squared error loss.

Arguments

theta_b	Bayes estimator.
t	Pre-specified value to be benchmarked.
interval	95% credible interval of t. If supplied, standard error of t is approximated by range(interval)/4.
w	Weight vector associates with the benchmark.
phi	Weight vector associates with weighted squared sum of square loss.
lambda	Penalty parameter. Default is λ = ∞ and it will conduct exact benchmark.

Value

Resulting Benchmarked Bayes Estimator.

References

\insertRef

datta2011benchbayesae

ssoro411/bayesae documentation built on Dec. 4, 2019, 3:03 p.m.