postmed.cauchy {ebayesthresh} | R Documentation |
Given a data value or a vector of data, find the posterior median estimate(s) of the underlying signal value(s). The quasi-Cauchy distribution is used for the nonzero component of the prior
postmed.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 median is found by finding the zero of the function cauchy.medzero
.
Bernard Silverman
See ebayesthresh
and http://www.bernardsilverman.com
postmed
,
postmed.laplace
,
postmean.cauchy
,
cauchy.medzero
postmed.cauchy (c(-2,1,0,-4,8,50), w=0.05)