postmed.laplace {ebayesthresh}R Documentation

Posterior median estimator using Laplace prior

Description

Find posterior median estimator given data, using the Laplace prior for the nonzero component

Usage

postmed.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 median is found explicitly, without any need for the numerical solution of an equation.

Author(s)

Bernard Silverman

References

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

See Also

postmed, postmed.cauchy, postmean.laplace

Examples

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

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