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.

Getting started

Package details

AuthorJoshua Keller
MaintainerJoshua Keller <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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eshrink documentation built on May 2, 2019, 9:31 a.m.