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.

The current package is still under construction but will soon appear on CRAN along with a manuscript. Meanwhile, you can reproduce many examples by installing the package in R thus:

devtools::install_github("bnaras/deconvolveR")
library(deconvolveR)
vignette("deconvolution")