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) for more details.


Reference manual

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0.1.2 by Joshua Keller, a year ago

Browse source code at

Authors: Joshua Keller

Documentation:   PDF Manual  

GPL (>= 2) license

Imports MASS, glmnet

See at CRAN