unequalVarShrink {bayesbio}

Perform James-Stein shrinkage estimation using unequal variances

Description

Traditional JS shrinkage estimation assumes equal variances for each of the data points, while this algorithm extends JS shrinkage estimation to entries with different variances.

Usage

unequalVarShrink(stat, vars, verbose = TRUE)

Arguments

stat

Input statistics to be shrinkage estimated.

vars

Corresponding variances of equal length.

verbose

Whether information about the algorithm should be reported.

Value

A data frame containing the shrinkage estimated statistics.

References

http://projecteuclid.org/euclid.ss/1331729986