js.estimate {stm} | R Documentation |
A James-Stein Estimator Shrinking to a Uniform Distribution
Description
A primarily internal function used in calcfrex
.
Usage
js.estimate(prob, ct)
Arguments
prob |
the MLE estimate of the discrete probability distribution |
ct |
the count of words observed to estimate that distribution |
Details
This calculates a James-Stein type shrinkage estimator for a discrete probability distribution regularizing towards a uniform distribution. The amount of shrinkage is a function of the variance of MLE and the L2 norm distance from the uniform.
This function is based off the ideas in Hausser and Strimmer (2009)
References
Hausser, Jean, and Korbinian Strimmer. "Entropy inference and the James-Stein estimator, with application to nonlinear gene association networks." Journal of Machine Learning Research 10.Jul (2009): 1469-1484.
[Package stm version 1.3.7 Index]