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REBayes

Empirical Bayes Estimation and Inference

Kiefer-Wolfowitz maximum likelihood estimation for mixture models and some other density estimation and regression methods based on convex optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical Bayes Mixture Methods, Journal of Statistical Software, 82, 1--26, <DOI:10.18637/jss.v082.i08>.

Functions (34)

REBayes

Empirical Bayes Estimation and Inference

v2.2
GPL (>= 2)
Authors
Roger Koenker [aut, cre], Jiaying Gu [ctb], Ivan Mizera [ctb]
Initial release

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