postmean.laplace {ebayesthresh}R Documentation

Posterior mean estimator using Laplace prior

Description

Find posterior mean estimator given data, when the Laplace prior is used for the nonzero component of the signal

Usage

postmean.laplace(x, w, a = 0.5)

Arguments

x data value or vector of data
w prior probability that signal is nonzero
a scale parameter of Laplace part of the prior

Value

A value or vector of values of the estimate(s) of the mean(s) of the distribution(s) from which the x are drawn.

Note

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.

Author(s)

Bernard Silverman

References

See ebayesthresh and http://www.bernardsilverman.com

See Also

postmean, postmean.cauchy, postmed.laplace

Examples

postmean.laplace(c(-2,1,0,-4,8,50), w=0.05, a=0.3)

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