postmean {ebayesthresh} | R Documentation |
Given a data value or a vector of data, find the corresponding posterior mean estimate(s) of the underlying signal value(s)
postmean(x, w, prior = "laplace", a = 0.5)
x |
a data value or a vector of data |
w |
the value of the prior probability that the signal is nonzero |
prior |
family of the nonzero part of the prior; can be "cauchy" or "laplace" |
a |
the scale parameter of the nonzero part of the prior if the Laplace prior is used |
If x is a scalar, the posterior mean E(theta|x) where theta is the mean of the distribution from which x is drawn. If x is a vector with elements x_1, ... , x_n, then the vector returned has elements E(theta_i|x_i), where each x_i has mean theta_i, all with the given prior.
If the quasicauchy prior is used, the argument a
is ignored.
The routine calls the approprate one of postmean.laplace
or postmean.cauchy
.
Bernard Silverman
See ebayesthresh
and http://www.bernardsilverman.com
postmean.laplace
,
postmean.cauchy
,
postmed
postmean(c(-2,1,0,-4,8,50), w=0.05, prior="cauchy") postmean(c(-2,1,0,-4,8,50), w=0.2, prior="laplace", a=0.3)