Package: REBayes 2.56

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>.

Authors:Roger Koenker [aut, cre], Jiaying Gu [ctb], Ivan Mizera [ctb]

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REBayes.pdf |REBayes.html✨
REBayes/json (API)

# Install 'REBayes' in R:
install.packages('REBayes', repos = c('https://rudjer.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • Gosset - Gosset Criminal Finger Data
  • Guvenen - Annual Increments in Log Income
  • Norberg - Norberg Life Insurance Data
  • bball - U.S. Major League Batting Average Data: 2002-2012
  • flies - Medfly Data
  • psychtest - Lord and Cressie Binomial Psychological Test Data
  • tacks - Beckett and Diaconis flipping tacks data
  • tannenbaum - Perverse Gaussian Mixture data
  • velo - Rotational Velocity of Stars

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

41 exports 3 stars 0.82 score 2 dependencies 1 dependents 25 scripts 1.1k downloads

Last updated 3 months agofrom:d1d8e99235. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 24 2024
R-4.5-winOKAug 24 2024
R-4.5-linuxOKAug 24 2024
R-4.4-winOKAug 24 2024
R-4.4-macOKAug 24 2024
R-4.3-winOKAug 24 2024
R-4.3-macOKAug 24 2024

Exports:B2mixBDGLmixBmixBPmixbwKWbwKW2CosslettdhuberFinvGammamixGLmixGLVmixGompertzmixGVmixHLmixhuberepsKW2smoothKWDualKWPrimalKWsmoothL1normLfdrmeddeNPmixPmixqKWqKW2qmedderKWRLRrmeddeRxivThreshFDRTLmixTncpmixtrapruleUmixWeibullmixWGLVmixWLVmixWTLVmix

Dependencies:latticeMatrix

Bayesian Deconvolution

Rendered fromBdecon.Rnwusingknitr::knitron Aug 24 2024.

Last update: 2019-03-04
Started: 2017-05-04

MEDDE: Penalized Renyi Density Estimation

Rendered frommedde.Rnwusingknitr::knitron Aug 24 2024.

Last update: 2019-03-04
Started: 2016-11-13

REBayes: Empirical Bayes for Mixtures

Rendered fromrebayes.Rnwusingknitr::knitron Aug 24 2024.

Last update: 2020-01-22
Started: 2016-10-19

Readme and manuals

Help Manual

Help pageTopics
Bivariate Binomial mixture estimation via Kiefer Wolfowitz MLEB2mix
U.S. Major League Batting Average Data: 2002-2012bball
Efron Bayesian Deconvolution Estimator for Gaussian MixturesBDGLmix
Binomial mixture estimation via Kiefer Wolfowitz MLEBmix
Binomial mixtures with Poisson Trials via Kiefer Wolfowitz NPMLEBPmix
Bandwidth selection for KW smoothingbwKW
Bandwidth selection for bivariate KW smoothingbwKW2
Kiefer-Wolfowitz estimator for Cosslett (1983) estimatorCosslett
Huber density functiondhuber
Function inversionFinv
Medfly Dataflies
NPMLE for Gamma MixturesGammamix
Kiefer-Wolfowitz NPMLE for Gaussian Location MixturesGLmix
NPMLE of Gaussian Location-Scale Mixture ModelGLVmix
NPMLE for Gompertz MixturesGompertzmix
Gosset Criminal Finger DataGosset
Annual Increments in Log IncomeGuvenen
NPMLE for Gaussian Variance HeterogeneityGVmix
Kiefer-Wolfowitz NPMLE for Huber Location MixturesHLmix
Huber epsilonhubereps
Smooth a bivariate Kiefer-Wolfowitz NPMLEKW2smooth
Dual optimization for Kiefer-Wolfowitz problemsKWDual
Primal optimization for Kiefer-Wolfowitz problemsKWPrimal
Smooth a Kiefer-Wolfowitz NPMLEKWsmooth
L1norm for piecewise linear functionsL1norm
Local False Discovery Rate EstimationLfdr Lfdr.GLmix Lfdr.GLVmix Lfdr.WGLVmix
Maximum Entropy [De]Regularized Density Estimationmedde
Norberg Life Insurance DataNorberg
Normal mixture with Poisson sample size via Kiefer Wolfowitz NPMLENPmix
Plot a GLVmix objectplot.GLVmix
Plotting method for medde objectsplot.medde
Poisson mixture estimation via Kiefer Wolfowitz MLEPmix
Predict Method for Bmixpredict.B2mix
Predict Method for Bmixpredict.Bmix
Predict Method for GLmixpredict.GLmix
Predict Method for GLVmixpredict.GLVmix
Predict Method for HLmixpredict.HLmix
Predict Method for Pmixpredict.Pmix
Predict Method for WGLVmixpredict.WGLVmix
Lord and Cressie Binomial Psychological Test Datapsychtest
Quantiles of KW fitqKW
Quantiles of bivariate KW fitqKW2
Quantile function for medde estimateqmedde
Random sample from KW objectrKW
Regularized Logistic RegressionRLR
Random number generation from a medde estimatermedde
Archive function for auxiliary files for latex documentsRxiv
Beckett and Diaconis flipping tacks datatacks
Perverse Gaussian Mixture datatannenbaum
Thresholding for False Discovery RateThreshFDR
NPMLE for Student t location mixturesTLmix
NPMLE for Student t non-centrality parameter mixturesTncpmix
Integration by Trapezoidal Ruletraprule
NPMLE for Uniform Scale MixturesUmix
Rotational Velocity of Starsvelo
NPMLE for Weibull MixturesWeibullmix
Weighted NPMLE of Longitudinal Gaussian Mean and Variances ModelWGLVmix
WGVmix: Weighted Generalized Maximum Likelihood for Empirical Bayes Estimation of Gamma VariancesWGVmix
NPMLE for Longitudinal Gaussian Means and Variances Model with Independent PriorWLVmix
NPMLE for Longitudinal Gaussian Means and Variances ModelWTLVmix