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

eshrink_0.1.2.tar.gz
eshrink_0.1.2.zip(r-4.5)eshrink_0.1.2.zip(r-4.4)eshrink_0.1.2.zip(r-4.3)
eshrink_0.1.2.tgz(r-4.5-any)eshrink_0.1.2.tgz(r-4.4-any)eshrink_0.1.2.tgz(r-4.3-any)
eshrink_0.1.2.tar.gz(r-4.5-noble)eshrink_0.1.2.tar.gz(r-4.4-noble)
eshrink_0.1.2.tgz(r-4.4-emscripten)eshrink_0.1.2.tgz(r-4.3-emscripten)
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'))

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

On CRAN:

Conda:

2.70 score 1 stars 1 scripts 190 downloads 11 exports 11 dependencies

Last updated 5 years agofrom:0577237cb5. Checks:3 OK, 6 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 08 2025
R-4.5-winNOTEMar 08 2025
R-4.5-macNOTEMar 08 2025
R-4.5-linuxNOTEMar 08 2025
R-4.4-winNOTEMar 08 2025
R-4.4-macNOTEMar 08 2025
R-4.4-linuxNOTEMar 08 2025
R-4.3-winOKMar 08 2025
R-4.3-macOKMar 08 2025

Exports:biasRidgecheck_CIboundestRidgefestLASSOfestRidgeinvertTestmseRidgesamplePosteriorsimLASSOvarRidgevcovfestRidge

Dependencies:codetoolsforeachglmnetiteratorslatticeMASSMatrixRcppRcppEigenshapesurvival