https://github.com/nignatiadis/specialexponentialfamilies.jl

https://github.com/nignatiadis/specialexponentialfamilies.jl

Last synced: 26 days ago
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• Host: GitHub
• URL: https://github.com/nignatiadis/specialexponentialfamilies.jl
• Owner: nignatiadis
• License: mit
• Created: 2019-11-29T05:02:42.000Z (about 5 years ago)
• Default Branch: master
• Last Pushed: 2021-08-25T05:00:42.000Z (over 3 years ago)
• Last Synced: 2024-11-10T12:18:50.962Z (about 2 months ago)
• Language: Julia
• Size: 66.4 KB
• Stars: 3
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# SpecialExponentialFamilies

Implementation of special exponential families (currently in 1 dimension) and fitting through Lindsey's method.

> Efron, B., & Tibshirani, R. (1996). Using specially designed exponential families for density estimation. The Annals of Statistics, 24(6), 2431-2461.

Also implements estimation of exponential families in the empirical Bayes problem using regularized maximum likelihood.

> Efron, B. "Empirical Bayes deconvolution estimates." Biometrika 103.1 (2016): 1-20.

The latter method is also available in the [deconvolveR](https://github.com/bnaras/deconvolveR) R package.