Other packages > Find by keyword >

savvySh  

Slab and Shrinkage Linear Regression Estimation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("savvySh", "0.1.0")



Attach the package and use:
library("savvySh")
Maintained by
Ziwei Chen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-03
Latest Update: 2026-03-03
Description:
Implements a suite of shrinkage estimators for multivariate linear regression to improve estimation stability and predictive accuracy. Provides methods including the Stein estimator, Diagonal Shrinkage, the general Shrinkage estimator (solving a Sylvester equation), and Slab Regression (Simple and Generalized). These methods address Stein's paradox by introducing structured bias to reduce variance without requiring cross-validation, except for Shrinkage Ridge Regression where the intensity is chosen by minimizing an explicit Mean Squared Error (MSE) criterion. Methods are based on paper <https://openaccess.city.ac.uk/id/eprint/35005/>.
How to cite:
Ziwei Chen (2026). savvySh: Slab and Shrinkage Linear Regression Estimation. R package version 0.1.0, https://cran.r-project.org/web/packages/savvySh. Accessed 12 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:01), 0.1.0 (2026-03-03 11:00)
Other packages that cited savvySh R package
View savvySh citation profile
Other R packages that savvySh depends, imports, suggests or enhances
Complete documentation for savvySh
Functions, R codes and Examples using the savvySh R package
Full savvySh package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

electionsBR  
R Functions to Download and Clean Brazilian Electoral Data
Offers a set of functions to easily download and clean Brazilian electoral data from the Superior E ...
Download / Learn more Package Citations See dependency  
qdapTools  
Tools for the 'qdap' Package
A collection of tools associated with the 'qdap' package that may be useful outside of the context ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
mixl  
Simulated Maximum Likelihood Estimation of Mixed Logit Models for Large Datasets
Specification and estimation of multinomial logit models. Large datasets and complex models are su ...
Download / Learn more Package Citations See dependency  
unikn  
Graphical Elements of the University of Konstanz's Corporate Design
Define and use graphical elements of corporate design manuals in R. The 'unikn' package provides col ...
Download / Learn more Package Citations See dependency  
NScluster  
Simulation and Estimation of the Neyman-Scott Type Spatial Cluster Models
Simulation and estimation for Neyman-Scott spatial cluster point process models and their extension ...
Download / Learn more Package Citations See dependency  

28,480

R Packages

239,283

Dependencies

75,677

Author Associations

28,481

Publication Badges

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