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 21 Aug. 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

preputils  
Utilities for Preparation of Data Analysis
Miscellaneous small utilities are provided to mitigate issues with messy, inconsistent or high dimen ...
Download / Learn more Package Citations See dependency  
potential  
Implementation of the Potential Model
Provides functions to compute the potential model as defined by Stewart (1941) ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
artfima  
ARTFIMA Model Estimation
Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stat ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,034

Author Associations

28,333

Publication Badges

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