Robust Empirical Bayes Confidence Intervals

Computes empirical Bayes confidence estimators and confidence intervals in a normal means model. The intervals are robust in the sense that they achieve correct coverage regardless of the distribution of the means. If the means are treated as fixed, the intervals have an average coverage guarantee. The implementation is based on Armstrong, Kolesár and Plagborg-Møller (2020) .


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install.packages("ebci")

1.0.0 by Michal Kolesár, 22 days ago


https://github.com/kolesarm/ebci


Report a bug at https://github.com/kolesarm/ebci/issues


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


Authors: Michal Kolesár [aut, cre] , Tim Armstrong [ctb] , Mikkel Plagborg-Møller [ctb]


Documentation:   PDF Manual  


MIT + file LICENSE license


Suggests spelling, testthat, lpSolve, knitr, rmarkdown


See at CRAN