postmed

Find posterior median estimator given data

DESCRIPTION

Given a data value or a vector of data, find the posterior median estimate(s) of the underlying signal value(s)

USAGE

postmed(x,w,prior,a)

REQUIRED ARGUMENTS

x	a data value or a vector of data
w	the value of the prior probability that the signal is nonzero

OPTIONAL ARGUMENTS

prior	specification of the prior to be used; can be 'cauchy' or 'laplace'
a	If the Laplace prior is used, a is the scale factor. If the Cauchy prior is used, a is ignored.

VALUE

A value or vector of values of the estimate(s) of the mean(s) of the distribution(s) from which the x are drawn.

BACKGROUND

The appropriate one of postmed_laplace or postmed_cauchy is called.

SEE ALSO

postmean

EXAMPLES

postmed([-2 1 0 -4 8 50], 0.05, 'cauchy')
postmed([-2 1 0 -4 8 50], 0.2, 'laplace',0.3)