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. 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>
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:, r-release:, r-oldrel:
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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