SpecialExponentialFamilies.jl

Author nignatiadis
Popularity
3 Stars
Updated Last
2 Years Ago
Started In
November 2019

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 R package.