stephenslab / ebnm

R package to fit Empirical Bayes Normal Means model.
https://stephenslab.github.io/ebnm/
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New asymmetric laplace-like family #131

Open willwerscheid opened 2 months ago

willwerscheid commented 2 months ago

suggested by @stephens999 :

code ebnm_point_laplace to allow asymetric +ve and -ve exponentials

the general case would be 4 parameters: (pi0, pi+,pi-), lambda+, lambda-

a slightly less general case would be (pi0, (1-pi0)/2, (1-pi0)/2)) , lambda+, lambda-

note that this is not the "asymmetric laplace" distribution on Wikipedia... we need a different name