Package: eshrink 0.2.0

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:Kayleigh Keller [aut, cre]

eshrink_0.2.0.tar.gz
eshrink_0.2.0.zip(r-4.7)eshrink_0.2.0.zip(r-4.6)eshrink_0.2.0.zip(r-4.5)
eshrink_0.2.0.tgz(r-4.6-any)eshrink_0.2.0.tgz(r-4.5-any)
eshrink_0.2.0.tar.gz(r-4.7-any)eshrink_0.2.0.tar.gz(r-4.6-any)
eshrink_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
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 229 downloads 11 exports 11 dependencies

Last updated from:d04b400a5d. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK128
source / vignettesOK152
linux-release-x86_64OK141
macos-release-arm64OK136
macos-oldrel-arm64OK137
windows-develOK87
windows-releaseOK77
windows-oldrelOK73
wasm-releaseOK91

Exports:biasRidgecheck_CIboundestRidgefestLASSOfestRidgeinvertTestmseRidgesamplePosteriorsimLASSOvarRidgevcovfestRidge

Dependencies:codetoolsforeachglmnetiteratorslatticeMASSMatrixRcppRcppEigenshapesurvival