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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.
Getting started
Browse package contents
Package details |
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| Author | Joshua Keller |
| Maintainer | Joshua Keller <joshua.keller@colostate.edu> |
| License | GPL (>= 2) |
| Version | 0.1.2 |
| Package repository | View on CRAN |
| Installation |
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