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.

Version: 0.1.0
Depends: R (≥ 3.2.0)
Imports: MASS, glmnet
Published: 2017-04-06
Author: Joshua Keller
Maintainer: Joshua Keller <jkelle46 at jhu.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: eshrink results

Downloads:

Reference manual: eshrink.pdf
Package source: eshrink_0.1.0.tar.gz
Windows binaries: r-devel: eshrink_0.1.0.zip, r-release: eshrink_0.1.0.zip, r-oldrel: eshrink_0.1.0.zip
OS X El Capitan binaries: r-release: eshrink_0.1.0.tgz
OS X Mavericks binaries: r-oldrel: eshrink_0.1.0.tgz

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