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 Documentation: Reference manual: eshrink.html , eshrink.pdf Downloads: 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 Linking:Please use the canonical form https://CRAN.R-project.org/package=eshrink to link to this page.
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