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EbayesThresh
View on CRAN: Click
here
Download and install EbayesThresh package within the R console
Install from CRAN:
install.packages("EbayesThresh")
Install from Github:
library("remotes")
install_github("cran/EbayesThresh") Install by package version:
library("remotes")
install_version("EbayesThresh", "1.4-12") Attach the package and use:
library("EbayesThresh")
Maintained by
Peter Carbonetto
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2005-03-26
Latest Update: 2017-08-08
Description:
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.
How to cite:
Peter Carbonetto (2005). EbayesThresh: Empirical Bayes Thresholding and Related Methods. R package version 1.4-12, https://cran.r-project.org/web/packages/EbayesThresh. Accessed 24 Jul. 2026.
Previous versions and publish date:
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Other R packages that EbayesThresh depends,
imports, suggests or enhances
Complete documentation for EbayesThresh
Functions, R codes and Examples using
the EbayesThresh R package
Some associated functions: beta.cauchy . beta.laplace . ebayesthresh . ebayesthresh.wavelet . isotone . postmean . postmed . tfromw . tfromx . threshld . vecbinsolv . wandafromx . wfromt . wfromx . wmonfromx . zetafromx .
Some associated R codes: beta.cauchy.R . beta.laplace.R . cauchy.medzero.R . cauchy.threshzero.R . ebayesthresh.R . ebayesthresh.wavelet.R . ebayesthresh.wavelet.dwt.R . ebayesthresh.wavelet.splus.R . ebayesthresh.wavelet.wd.R . isotone.R . laplace.threshzero.R . negloglik.laplace.R . postmean.R . postmean.cauchy.R . postmean.laplace.R . postmed.R . postmed.cauchy.R . postmed.laplace.R . tfromw.R . tfromx.R . threshld.R . vecbinsolv.R . wandafromx.R . wfromt.R . wfromx.R . wmonfromx.R . wpost.laplace.R . zetafromx.R . Full EbayesThresh package functions and examples
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