ebci
Robust Empirical Bayes Confidence Intervals
Computes empirical Bayes confidence estimators and confidence intervals in a normal means model. The intervals are robust in the sense that they achieve correct coverage regardless of the distribution of the means. If the means are treated as fixed, the intervals have an average coverage guarantee. The implementation is based on Armstrong, Kolesár and Plagborg-Møller (2020) <arXiv:2004.03448>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling source/ R- | ebci_1.0.0.tar.gz |
165.4 KiB |
1.0.0 |
latest source/ R- | ebci_1.0.0.tar.gz |
165.4 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | ebci_1.0.0.zip |
194.5 KiB |