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 |
| 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 |
| macOS binaries: | r-release: eshrink_0.1.0.tgz, r-oldrel: eshrink_0.1.0.tgz |
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