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.


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install.packages("eshrink")

0.1.0 by Joshua Keller, 2 years ago


Browse source code at https://github.com/cran/eshrink


Authors: Joshua Keller


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, glmnet


See at CRAN