Empirical Bayes Thresholding and Related Methods
Overview
Empirical Bayes thresholding using the methods developed by I. M. Johnstone and B. W. Silverman. The basic problem is to estimate a mean vector given a vector of observations of the mean vector plus white noise, taking advantage of possible sparsity in the mean vector. Within a Bayesian formulation, the elements of the mean vector are modelled as having, independently, a distribution that is a mixture of an atom of probability at zero and a suitable heavy-tailed distribution. The mixing parameter can be estimated by a marginal maximum likelihood approach. This leads to an adaptive thresholding approach on the original data. Extensions of the basic method, in particular to wavelet thresholding, are also implemented within the package.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 16 (2 internal)
- Examples that run
- 100%11 run in a plain check
- Exported functions with examples
- 69%
- Documented parameters
- 98%
- Return-value docs
- 94%
- Help pages citing references
- 100%
- EbayesThresh HTML
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 2
- Median days to close, 50 most recently updated closed PRs
- not measured
Stars over time
Forks over time
Releases over time
Issues over time
3 development-tooling and community-health practices detected across 2 families in the upstream repository
Checks run against github.com/stephenslab/ebayesthresh on 2026-10-21.
GitHub Pages site last deployed 2017-12-18
Dependencies
Installing EbayesThresh adds 1 package (1 with compiled code, 567 KB of source tarballs). Heaviest: wavethresh 567 KB.
Code & Tests
People & History
Previously maintained by Ludger Evers (1.02 to 1.3.2).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.4-12Latest2017-08-08 · current release · diff ↗ ·
removed 1 export
pattern:.added 24 exports
beta.cauchy, beta.laplace, ebayesthresh, ebayesthresh.wavelet, isotone, laplace.threshzero, cauchy.threshzero, negloglik.laplace, postmean, postmean.cauchy, postmean.laplace, postmed, postmed.cauchy, postmed.laplace, cauchy.medzero, tfromw, tfromx, threshld, vecbinsolv, wandafromx, wfromt, wfromx, wmonfromx, zetafromx - RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- 1.3.2
Show 20 earlier eventsHide 20 earlier events
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- 1.3.12010-05-08 · diff ↗
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- RR 2.6.0 released · 2007-10-03
- RR 2.5.0 released · 2007-04-24
- RR 2.4.0 released · 2006-10-03
- RR 2.3.0 released · 2006-04-24
- RR 2.2.0 released · 2005-10-06
- RR 2.1.0 released · 2005-04-18
- 1.3.02005-03-26 · diff ↗
- RR 2.0.0 released · 2004-10-04
- 1.022004-09-04
- RR 1.9.0 released · 2004-04-12
Package metadata
- First published
- 2004-09-04
- Total releases
- 5 / 22 yrs
- License
- GPL (>= 2) OSI
- Download size
- 692 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("EbayesThresh")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.