Package: eshrink 0.1.2

eshrink: Shrinkage for Effect Estimation

Computes shrinkage estimators for regression problems. Selects penalty parameter by minimizing bias and variance in the effect estimate, where bias and variance are estimated from the posterior predictive distribution. See Keller and Rice (2017) <doi:10.1093/aje/kwx225> for more details.

Authors:Joshua Keller

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eshrink.pdf |eshrink.html✨
eshrink/json (API)

# Install 'eshrink' in R:
install.packages('eshrink', repos = c('https://kpkeller.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/kpkeller/eshrink/issues

On CRAN:

11 exports 1 stars 0.73 score 11 dependencies 1 scripts 137 downloads

Last updated 4 years agofrom:0577237cb5. Checks:OK: 3 NOTE: 4. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 09 2024
R-4.5-winNOTESep 09 2024
R-4.5-linuxNOTESep 09 2024
R-4.4-winNOTESep 09 2024
R-4.4-macNOTESep 09 2024
R-4.3-winOKSep 09 2024
R-4.3-macOKSep 09 2024

Exports:biasRidgecheck_CIboundestRidgefestLASSOfestRidgeinvertTestmseRidgesamplePosteriorsimLASSOvarRidgevcovfestRidge

Dependencies:codetoolsforeachglmnetiteratorslatticeMASSMatrixRcppRcppEigenshapesurvival