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shrink
Global, Parameterwise and Joint Shrinkage Factor Estimation
View on CRAN: Click
here
Download and install shrink package within the R console
Install from CRAN:
install.packages("shrink")
Install from Github:
library("remotes")
install_github("cran/shrink") Install by package version:
library("remotes")
install_version("shrink", "1.2.3") Attach the package and use:
library("shrink")
Maintained by
Daniela Dunkler
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.shrink . https://github.com/biometrician/shrink/issues . https://github.com/biometrician/shrink . shrink citation info . shrink results . shrink.pdf . shrink_1.2.3.tar.gz . shrink_1.2.3.zip . shrink_1.2.3.zip . shrink_1.2.3.zip . shrink_1.2.3.tgz . shrink_1.2.3.tgz . shrink_1.2.3.tgz . shrink_1.2.3.tgz . shrink_1.2.3.tgz . shrink_1.2.3.tgz . shrink archive . https://CRAN.R-project.org/package=shrink .
First Published: 2013-04-02
Latest Update: 2022-02-08
Description:
The predictive value of a statistical model can often be improved by applying shrinkage methods. This can be achieved, e.g., by regularized regression or empirical Bayes approaches. Various types of shrinkage factors can also be estimated after a maximum likelihood. While global shrinkage modifies all regression coefficients by the same factor, parameterwise shrinkage factors differ between regression coefficients. With variables which are either highly correlated or associated with regard to contents, such as several columns of a design matrix describing a nonlinear effect, parameterwise shrinkage factors are not interpretable and a compromise between global and parameterwise shrinkage, termed 'joint shrinkage', is a useful extension. A computational shortcut to resampling-based shrinkage factor estimation based on DFBETA residuals can be applied. Global, parameterwise and joint shrinkage for models fitted by lm(), glm(), coxph(), or mfp() is available.
How to cite:
Daniela Dunkler (2013). shrink: Global, Parameterwise and Joint Shrinkage Factor Estimation. R package version 1.2.3, https://cran.r-project.org/web/packages/shrink. Accessed 29 Mar. 2025.
Previous versions and publish date:
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Complete documentation for shrink
Functions, R codes and Examples using
the shrink R package
Some associated functions: GBSG . coef.shrink . deepvein . isrcs . predict.shrink . print.shrink . shrink-package . shrink.coxph . shrink.glm . shrink.lm . shrink . summary.shrink . vcov.shrink .
Some associated R codes: GBSG.R . coef.shrink.R . deepvein.R . predict.shrink.R . print.shrink.R . shrink.R . shrink.coxph.R . shrink.glm.R . shrink.lm.R . summary.shrink.R . utility.R . vcov.shrink.R . zzz.R . Full shrink package functions and examples
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