Archived: See the Empirikos.jl package instead.
A Julia package for conducting inference on empirical Bayes estimands and linear functionals in the Deconvolution model.
The package implements the method described in the following preprint:
Ignatiadis, Nikolaos, and Stefan Wager. "Bias-Aware Confidence Intervals for Empirical Bayes Analysis." arXiv:1902.02774 (2019)