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) .


Reference manual

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1.0.0 by Michal Kolesár, 5 months ago

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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