REBayes: Empirical Bayes Estimation and Inference

Kiefer-Wolfowitz maximum likelihood estimation for mixture models and some other density estimation and regression methods based on convex optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical Bayes Mixture Methods, Journal of Statistical Software, 82, 1–26, <doi:10.18637/jss.v082.i08>.

Version: 2.2
Depends: R (≥ 2.10), Matrix
Imports: methods, utils, reliaR
Suggests: Rmosek, knitr, digest
Published: 2020-01-22
Author: Roger Koenker [aut, cre], Jiaying Gu [ctb], Ivan Mizera [ctb]
Maintainer: Roger Koenker <rkoenker at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
SystemRequirements: MOSEK ( and MOSEK license.
Citation: REBayes citation info
Materials: ChangeLog
CRAN checks: REBayes results


Reference manual: REBayes.pdf
Vignettes: Bayesian Deconvolution
MEDDE: Penalized Renyi Density Estimation
REBayes: Empirical Bayes for Mixtures
Package source: REBayes_2.2.tar.gz
Windows binaries: r-devel: not available, r-release:, r-oldrel: not available
macOS binaries: r-release: REBayes_2.2.tgz, r-oldrel: REBayes_2.2.tgz
Old sources: REBayes archive

Reverse dependencies:

Reverse suggests: ashr, mashr, mixsqp


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