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cva
computes the critical value derived in
Armstrong, Kolesár, and
Plagborg-Møller (2020) for constructing robust empirical Bayes
confidence intervals.ebci
computes empirical Bayes shrinkage
estimators and associated parametric or robust empirical Bayes
confidence intervals.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.