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ebTobit

Empirical Bayesian Tobit Matrix Estimation

Estimation tools for multidimensional Gaussian means using empirical Bayesian g-modeling. Methods are able to handle fully observed data as well as left-, right-, and interval-censored observations (Tobit likelihood); descriptions of these methods can be found in Barbehenn and Zhao (2023) <doi:10.48550/arXiv.2306.07239>. Additional, lower-level functionality based on Kiefer and Wolfowitz (1956) <doi:10.1214/aoms/1177728066> and Jiang and Zhang (2009) <doi:10.1214/08-AOS638> is provided that can be used to accelerate many empirical Bayes and nonparametric maximum likelihood problems.

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VersionRepositoryFileSize
1.0.2 rolling source/ R- ebTobit_1.0.2.tar.gz 70.9 KiB
1.0.2 latest source/ R- ebTobit_1.0.2.tar.gz 70.9 KiB
1.0.2 2026-04-09 windows/windows R-4.5 ebTobit_1.0.2.zip 561.5 KiB

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