REBayes

swMATH20967CRANREBayesMaRDI QIDQ32780

Empirical Bayes Estimation and Inference

Last update: 19 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.51, 0.32, 0.40, 0.45, 0.48, 0.50, 0.58, 0.61, 0.62, 0.63, 0.68, 0.73, 0.85, 1.1, 1.2, 1.3, 1.4, 1.8, 2.2, 2.50, 2.54

Source code repository: https://github.com/cran/REBayes

Description

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>.

Cites work

REBayes: An R Package for Empirical Bayes Mixture Methods

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