Other packages > Find by keyword >

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]
All associated links for this package
First Published: 2013-04-02
Latest Update: 2023-10-31
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 28 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:04), 1.0 (2013-04-02 16:08), 1.1 (2013-10-21 19:46), 1.2.0 (2014-10-02 19:17), 1.2.1 (2016-03-09 15:21), 1.2.2 (2022-02-08 11:10)
Other packages that cited shrink R package
View shrink citation profile
Other R packages that shrink depends, imports, suggests or enhances
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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

NPflow  
Bayesian Nonparametrics for Automatic Gating of Flow-Cytometry Data
Dirichlet process mixture of multivariate normal, skew normal or skew t-distributions modeling orie ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
survivalMPLdc  
Penalised Likelihood for Survival Analysis with Dependent Censoring
Fitting Cox proportional hazard model under dependent right censoring using copula and maximum penal ...
Download / Learn more Package Citations See dependency  
spatialCovariance  
Computation of Spatial Covariance Matrices for Data on Rectangles
Functions that compute the spatial covariance matrix for the matern and power classes of spatial mod ...
Download / Learn more Package Citations See dependency  
shinyFeedback  
Display User Feedback in Shiny Apps
Easily display user feedback in Shiny apps. ...
Download / Learn more Package Citations See dependency  
RGIFT  
Create Quizzes in GIFT Format
Implementation of some functions to create quizzes in the GIFT format. This format is used by sever ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

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