jpkeller/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)
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("jpkeller/eshrink")
jpkeller/eshrink documentation built on Nov. 18, 2017, 4:08 p.m.