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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.
| Version: | 0.1.2 |
| Depends: | R (≥ 3.2.0) |
| Imports: | MASS, glmnet |
| Published: | 2020-09-09 |
| DOI: | 10.32614/CRAN.package.eshrink |
| Author: | Joshua Keller |
| Maintainer: | Joshua Keller <joshua.keller at colostate.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | eshrink results |
| Reference manual: | eshrink.pdf |
| Package source: | eshrink_0.1.2.tar.gz |
| Windows binaries: | r-devel: eshrink_0.1.2.zip, r-release: eshrink_0.1.2.zip, r-oldrel: eshrink_0.1.2.zip |
| macOS binaries: | r-release (arm64): eshrink_0.1.2.tgz, r-oldrel (arm64): eshrink_0.1.2.tgz, r-release (x86_64): eshrink_0.1.2.tgz, r-oldrel (x86_64): eshrink_0.1.2.tgz |
| Old sources: | eshrink archive |
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