Shrinkage {assist}R Documentation

Calculate reproducing kernels for Stein shrinkage estimate

Description

Return a matrix evaluating reproducing kernels for the discrete shrinkage towards zero or the mean estimate

Usage

shrink0(x, y=x)
shrink1(x, y=x)

Arguments

x

a vector of numerical values or factor indicating different levels.

y

a vector of numerical values or factor indicating different levels. Default is x.

Value

a matrix with the numbers of row and column equal to the length of x and y respectively. The [i, j] element is the reproducing kernel evaluated at the ith element of x and jth element of y.

shink0 shrinks towards zero, and shrink1 shinks towards the mean.

Author(s)

Chunlei Ke chunlei\_ke@pstat.ucsb.edu and Yuedong Wang yuedong@pstat.ucsb.edu

See Also

shrink0,ssr

Examples

## Not run: 
x<-rep(1:10,2)
shrink1(x)

## End(Not run)

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