postmean.cauchy {ebayesthresh} | R Documentation |
Given a data value or a vector of data, find the posterior mean estimate(s) of the underlying signal value(s). The quasi-Cauchy distribution is used for the nonzero component of the prior
postmean.cauchy(x, w)
x |
data value or vector of data |
w |
prior probability that signal is nonzero |
A value or vector of values of the estimate(s) of the mean(s) of the distribution(s) from which the x are drawn.
The posterior mean is found by expressing the quasi-Cauchy prior as a mixture. The mean conditional on the mixing parameter is found and is then averaged over the posterior distribution of the mixing parameter, including the atom of probability at zero variance.
Bernard Silverman
See ebayesthresh
and http://www.bernardsilverman.com
postmean
,
postmean.laplace
,
postmed.cauchy
postmean.cauchy(c(-2,1,0,-4,8,50), w=0.05)