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
Author:	Joshua Keller
Maintainer:	Joshua Keller <joshua.keller at colostate.edu>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
Materials:	README
CRAN checks:	eshrink results

Documentation:

Reference manual:

eshrink.pdf

Downloads:

Package source:	eshrink_0.1.2.tar.gz
Windows binaries:	r-devel: eshrink_0.1.2.zip, r-release: eshrink_0.1.2.zip, r-oldrel: eshrink_0.1.2.zip
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

Linking:

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