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, .


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install.packages("REBayes")

1.4 by Roger Koenker, 2 months ago


https://www.r-project.org


Browse source code at https://github.com/cran/REBayes


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


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rmosek, methods, reliaR

Depends on Matrix

Suggests knitr, digest

System requirements: MOSEK (http://www.mosek.com) and MOSEK License for use of Rmosek, optional use of the pogs optimizer may require CUDA/GPU accoutrements.


Suggested by mixsqp.


See at CRAN