postmed.cauchy {ebayesthresh}R Documentation

Posterior median estimator using quasi-Cauchy prior

Description

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

Usage

postmed.cauchy(x, w)

Arguments

x data value or vector of data
w prior probability that signal is nonzero

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 median is found by finding the zero of the function cauchy.medzero.

Author(s)

Bernard Silverman

References

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

See Also

postmed, postmed.laplace, postmean.cauchy, cauchy.medzero

Examples

postmed.cauchy (c(-2,1,0,-4,8,50), w=0.05)

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