Archived: See the Empirikos.jl package instead.
A Julia package for Empirical Bayes inference.
The main purpose of this package is the implementation of the method described in:
Ignatiadis, Nikolaos, and Stefan Wager. "Bias-Aware Confidence Intervals for Empirical Bayes Analysis." arXiv preprint (arXiv:1902.02774) (2019).
Documentation will be added shortly and the longer term goal of this package is to provide abstractions and implementations for Empirical Bayes concepts and methods.