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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 06 Jun. 2026.
Previous versions and publish date:
0.1.0 (2026-03-03 11:00)
Other packages that cited savvySh R package
View savvySh citation profile
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Complete documentation for savvySh
Functions, R codes and Examples using the savvySh R package
Full savvySh package functions and examples
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