View source: R/shrink_estimate.R
shrink_estimate | R Documentation |
Estimate parameter with shrinkage estimator
shrink_estimate(data, estim_base, estim_filt, filtfactor, filtexp)
data |
A tibble. Consists of raw observations, which may be manipulated to construct filtration and base test statistics. |
estim_base |
An expression, that its evaluation, with |
estim_filt |
An expression, that its evaluation, with |
filtfactor |
A |
filtexp |
A |
data
, with additional columns:
estim_base
, estim_filt
: Evaluation
results of the corresponding parameter values.
filt
: Whether or not a filtration has occurred:
estim_filt < filtfactor * nobs^(-filtexp)
.
estim_shrink
: Shrinkage estimator's value.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.