postmean.laplace {ebayesthresh} | R Documentation |
Find posterior mean estimator given data, when the Laplace prior is used for the nonzero component of the signal
postmean.laplace(x, w, a = 0.5)
x |
data value or vector of data |
w |
prior probability that signal is nonzero |
a |
scale parameter of Laplace part of the prior |
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 explicitly. The posterior probability that the parameter is nonzero is found, as is the posterior mean conditional on not being zero; the product of these is the posterior mean.
Bernard Silverman
See ebayesthresh
and http://www.bernardsilverman.com
postmean
,
postmean.cauchy
,
postmed.laplace
postmean.laplace(c(-2,1,0,-4,8,50), w=0.05, a=0.3)