Empirical Bayes Deconvolution

An unknown prior density $$g(\theta)$$ has yielded (unobservable) $$\Theta_1, \Theta_2,\ldots,\Theta_N$$, and each $$\Theta_i$$ produces an observation $$X_i$$ from an exponential family. deconvolveR is an R package for estimating prior distribution $$g(\theta)$$ from the data using Empirical Bayes deconvolution.

Details and examples may be found in the paper by Narasimhan and Efron, 2020. A vignette with further examples is also provided.