R: A James-Stein Estimator Shrinking to a Uniform Distribution

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 1.3.6 Index]