Empirical Bayesian Tobit Matrix Estimation


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Documentation for package ‘ebTobit’ version 1.0.2

Help Pages

BileAcid Bile Acid Data
ConvexDual Convex Optimization of the Kiefer-Wolfowitz NPMLE
ConvexPrimal Convex Optimization of the Kiefer-Wolfowitz NPMLE
ebTobit Empirical Bayes Matrix Estimation under a Tobit Likelihood
EM Nonparametric Maximum Likelihood via Expectation Maximization
fitted.ebTobit Fitted Estimates of an ebTobit object
is.ebTobit Validate ebTobit Object
likMat Helper Function - generate likelihood matrix
lik_GaussianPIC Helper Function - generate likelihood for pair (L,R) and mean gr
logLik.ebTobit Marginal Log-likelihood of an ebTobit object
new_ebTobit Create a new ebTobit object
posterior_L1mediod.ebTobit Compute the Posterior L1 Mediod of an ebTobit object
posterior_mean.ebTobit Compute Posterior Mean of an ebTobit object
posterior_mode.ebTobit Compute Posterior Mode of an ebTobit object
predict.ebTobit Fitted Estimates of an ebTobit object
tobit_sd Fit Tobit Standard Deviation via Maximum Likelihood
tobit_sd_mle Maximum Likelihood Estimator for a Single Standard Deviation Parameter