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EbayesThresh: Empirical Bayes Thresholding and Related Methods

Empirical Bayes thresholding using the methods developed by I. M. Johnstone and B. W. Silverman. The basic problem is to estimate a mean vector given a vector of observations of the mean vector plus white noise, taking advantage of possible sparsity in the mean vector. Within a Bayesian formulation, the elements of the mean vector are modelled as having, independently, a distribution that is a mixture of an atom of probability at zero and a suitable heavy-tailed distribution. The mixing parameter can be estimated by a marginal maximum likelihood approach. This leads to an adaptive thresholding approach on the original data. Extensions of the basic method, in particular to wavelet thresholding, are also implemented within the package.

Version: 1.4-12
Imports: stats, wavethresh
Suggests: testthat, knitr, rmarkdown, dplyr, ggplot2
Published: 2017-08-08
DOI: 10.32614/CRAN.package.EbayesThresh
Author: Bernard W. Silverman [aut], Ludger Evers [aut], Kan Xu [aut], Peter Carbonetto [aut, cre], Matthew Stephens [aut]
Maintainer: Peter Carbonetto <peter.carbonetto at gmail.com>
BugReports: https://github.com/stephenslab/EbayesThresh/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/stephenslab/EbayesThresh
NeedsCompilation: no
In views: Bayesian
CRAN checks: EbayesThresh results

Documentation:

Reference manual: EbayesThresh.pdf
Vignettes: EbayesThresh

Downloads:

Package source: EbayesThresh_1.4-12.tar.gz
Windows binaries: r-devel: EbayesThresh_1.4-12.zip, r-release: EbayesThresh_1.4-12.zip, r-oldrel: EbayesThresh_1.4-12.zip
macOS binaries: r-release (arm64): EbayesThresh_1.4-12.tgz, r-oldrel (arm64): EbayesThresh_1.4-12.tgz, r-release (x86_64): EbayesThresh_1.4-12.tgz, r-oldrel (x86_64): EbayesThresh_1.4-12.tgz
Old sources: EbayesThresh archive

Reverse dependencies:

Reverse depends: adlift, binhf, CVThresh, GSD, nlt
Reverse imports: icmm, POCRE

Linking:

Please use the canonical form https://CRAN.R-project.org/package=EbayesThresh to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.