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:
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-4.4-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
Last updated 4 years agofrom:0577237cb5. Checks:OK: 3 NOTE: 4. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 08 2024 |
| R-4.5-win | NOTE | Nov 08 2024 |
| R-4.5-linux | NOTE | Nov 08 2024 |
| R-4.4-win | NOTE | Nov 08 2024 |
| R-4.4-mac | NOTE | Nov 08 2024 |
| R-4.3-win | OK | Nov 08 2024 |
| R-4.3-mac | OK | Nov 08 2024 |
Exports:biasRidgecheck_CIboundestRidgefestLASSOfestRidgeinvertTestmseRidgesamplePosteriorsimLASSOvarRidgevcovfestRidge
Dependencies:codetoolsforeachglmnetiteratorslatticeMASSMatrixRcppRcppEigenshapesurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Shrinkage Estimators for Regression | eshrink-package eshrink |
| Confidence intervals for 'fLoss' estimators | check_CIbound invertTest |
| Estimate Coefficients for Ridge Regression | estRidge |
| Compute `Future Loss' Ridge or LASSO Estimates | festLASSO festRidge |
| Compute MSE, Bias, and Variance for Ridge Estimator | biasRidge mseRidge varRidge |
| Posterior Sample for Bayesian Linear Regression | samplePosterior |
| Compute Lasso Estimator for simulated Data | simLASSO |
| Standard Error Estimate | vcovfestRidge |
