Other packages > Find by keyword >

RXshrink  

Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression
View on CRAN: Click here


Download and install RXshrink package within the R console
Install from CRAN:
install.packages("RXshrink")

Install from Github:
library("remotes")
install_github("cran/RXshrink")

Install by package version:
library("remotes")
install_version("RXshrink", "2.3")



Attach the package and use:
library("RXshrink")
Maintained by
Bob Obenchain
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2005-10-16
Latest Update: 2025-09-03
Description:
Functions are provided to calculate and display ridge TRACE Diagnostics for a variety of alternative Shrinkage Paths. While all methods focus on Maximum Likelihood estimation of unknown true effects under normal distribution-theory, some estimates are modified to be Unbiased or to have "Correct Range" when estimating either [1] the noncentrality of the F-ratio for testing that true Beta coefficients are Zeros or [2] the "relative" MSE Risk (i.e. MSE divided by true sigma-square, where the "relative" variance of OLS is known.) The eff.ridge() function implements the "Efficient Shrinkage Path" introduced in Obenchain (2022) . This "p-Parameter" Shrinkage-Path always passes through the vector of regression coefficient estimates Most-Likely to achieve the overall Optimal Variance-Bias Trade-Off and is the shortest Path with this property. Functions eff.aug() and eff.biv() augment the calculations made by eff.ridge() to provide plots of the bivariate confidence ellipses corresponding to any of the p*(p-1) possible ordered pairs of shrunken regression coefficients. Functions for plotting TRACE Diagnostics now have more options.
How to cite:
Bob Obenchain (2005). RXshrink: Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression. R package version 2.3, https://cran.r-project.org/web/packages/RXshrink. Accessed 04 Jun. 2026.
Previous versions and publish date:
1.0-1 (2005-10-16 21:11), 1.0-2 (2005-10-20 10:51), 1.0-3 (2007-07-18 11:30), 1.0-4 (2009-02-15 10:26), 1.0-5 (2010-09-21 10:14), 1.0-6 (2010-10-01 10:23), 1.0-7 (2011-12-27 11:05), 1.0-8 (2014-01-14 07:14), 1.0-9 (2018-04-09 05:04), 1.1 (2018-11-07 01:00), 1.3.1 (2020-01-23 14:10), 1.3.2 (2020-03-16 22:20), 1.3.3 (2020-04-26 09:10), 1.3 (2019-12-09 17:50), 1.4.1 (2020-08-03 00:30), 1.4.2 (2020-09-01 17:20), 1.4.3 (2020-11-01 14:30), 1.4 (2020-06-26 21:40), 1.5 (2020-12-16 06:30), 1.6 (2021-01-11 00:30), 1.7 (2021-02-04 15:00), 2.0 (2021-04-02 08:50), 2.1 (2022-04-06 22:22), 2.2 (2022-09-07 21:30), 2.3 (2023-08-07 21:30)
Other packages that cited RXshrink R package
View RXshrink citation profile
Other R packages that RXshrink depends, imports, suggests or enhances
Complete documentation for RXshrink
Functions, R codes and Examples using the RXshrink R package
Some associated functions: MLboot . MLcalc . MLhist . MLtrue . RXpredict . RXshrink-package . YonX . aug.lars . correct.signs . eff.aug . eff.biv . eff.ridge . haldport . internal . longley2 . meff . mpg . plot.RXpredict . plot.YonX . plot.aug.lars . plot.eff.biv . plot.eff.ridge . plot.qm.ridge . plot.uc.lars . qm.ridge . tycobb . uc.lars . 
Some associated R codes: MLfuns.R . RXpredict.R . YonX.R . aug.lars.R . correct.signs.R . eff.aug.R . eff.ridge.R . internal.R . qm.ridge.R . uc.lars.R .  Full RXshrink package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

murphydiagram  
Murphy Diagrams for Forecast Comparisons
Data and code for the paper by Ehm, Gneiting, Jordan and Krueger ('Of Quantiles and Expectiles: Con ...
Download / Learn more Package Citations See dependency  
golem  
A Framework for Robust Shiny Applications
An opinionated framework for building a production-ready 'Shiny' application. This package contains ...
Download / Learn more Package Citations See dependency  
crplyr  
A 'dplyr' Interface for Crunch
In order to facilitate analysis of datasets hosted on the Crunch data platform ...
Download / Learn more Package Citations See dependency  
phers  
Calculate Phenotype Risk Scores
Use phenotype risk scores based on linked clinical and genetic data to study Mendelian disease and ...
Download / Learn more Package Citations See dependency  
shinybusy  
Busy Indicators and Notifications for 'Shiny' Applications
Add indicators (spinner, progress bar, gif) in your 'shiny' applications to show the user that the ...
Download / Learn more Package Citations See dependency  
AMPLE  
Shiny Apps to Support Capacity Building on Harvest Control Rules
Three Shiny apps are provided that introduce Harvest Control Rules (HCR) for fisheries management. ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA