eshrink-package: Shrinkage Estimators for Regression
In jpkeller/eshrink: Shrinkage for Effect Estimation
Description
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.
jpkeller/eshrink documentation built on Sept. 10, 2020, 6:29 a.m.
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Description
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.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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