This package was removed from CRAN on 2025-11-28. Its history is shown below.

Reason: issues were not corrected despite reminders

Details below reflect version 2.3, its last release before removal.

RXshrink

2.3

Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression

0packages depend

–downloads / year

–test coverage

–checks pass

Overview

About

Maintained by Bob Obenchain25 releasesCRAN page ↗

Functions are provided to calculate and display ridge TRACE Diagnostics for a variety of alternative Shrinkage Paths. While all methods focus on Maximum Likelihood estimation of unknown true effects under normal distribution-theory, some estimates are modified to be Unbiased or to have "Correct Range" when estimating either [1] the noncentrality of the F-ratio for testing that true Beta coefficients are Zeros or [2] the "relative" MSE Risk (i.e. MSE divided by true sigma-square, where the "relative" variance of OLS is known.) The eff.ridge() function implements the "Efficient Shrinkage Path" introduced in Obenchain (2022) <Open Statistics>. This "p-Parameter" Shrinkage-Path always passes through the vector of regression coefficient estimates Most-Likely to achieve the overall Optimal Variance-Bias Trade-Off and is the shortest Path with this property. Functions eff.aug() and eff.biv() augment the calculations made by eff.ridge() to provide plots of the bivariate confidence ellipses corresponding to any of the p*(p-1) possible ordered pairs of shrunken regression coefficients. Functions for plotting TRACE Diagnostics now have more options.

Install

R (source archive)Ubuntu (r2u)openSUSE (OBS)

url <- "https://cran.r-project.org/src/contrib/Archive/RXshrink/RXshrink_2.3.tar.gz"
pkgFile <- "RXshrink_2.3.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (2.3) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rxshrink

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-RXshrink

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

CRAN check results are not tracked yet.

Documentation

Documentation signals are not tracked yet for this package.

Downloads

RXshrink Releases R versions

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Compare downloads with other packages →

Also on86 r2u16 autocran55 c2d4u

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (2)

lars ellipse

LinkingTo (0)

none

Suggests (1)

mgcv

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Other (1)

Bob Obenchain

Contributor

Package Timeline

25 releases. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
archivedRemoved from CRAN
2025-11-28
issues were not corrected despite reminders
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
2.3
2023-08-07 · diff ↗
R
R 4.3.0 released · 2023-04-21
2.2
2022-09-07 · diff ↗
R
R 4.2.0 released · 2022-04-22
2.1
2022-04-06 · diff ↗
R
R 4.1.0 released · 2021-05-18
2.0
2021-04-02 · diff ↗
1.7
2021-02-04 · diff ↗
1.6
2021-01-10 · diff ↗
1.5
2020-12-16 · diff ↗
1.4.3
2020-11-01 · diff ↗
1.4.2
2020-09-01 · diff ↗

Show 38 earlier events

1.4.1
2020-08-02 · diff ↗
1.4
2020-06-26 · diff ↗
1.3.3
2020-04-26 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.3.2
2020-03-16 · diff ↗
1.3.1
2020-01-23 · diff ↗
1.3
2019-12-09 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.1
2018-11-06 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.0-9
2018-04-09 · diff ↗
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
R
R 3.1.0 released · 2014-04-10
1.0-8
2014-01-13 · diff ↗
R
R 3.0.0 released · 2013-04-03
R
R 2.15.0 released · 2012-03-30
1.0-7
2011-12-24 · diff ↗
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
R
R 2.12.0 released · 2010-10-15
1.0-6
2010-09-24 · diff ↗
1.0-5
2010-09-20 · diff ↗
R
R 2.11.0 released · 2010-04-22
R
R 2.10.0 released · 2009-10-26
R
R 2.9.0 released · 2009-04-17
1.0-4
2009-02-10 · diff ↗
R
R 2.8.0 released · 2008-10-20
R
R 2.7.0 released · 2008-04-22
R
R 2.6.0 released · 2007-10-03
1.0-3
2007-07-16 · diff ↗
R
R 2.5.0 released · 2007-04-24
R
R 2.4.0 released · 2006-10-03
R
R 2.3.0 released · 2006-04-24
1.0-2
2005-10-19 · diff ↗
1.0-1
2005-10-12
R
R 2.2.0 released · 2005-10-06

Package metadata

Total releases: 25
License: GPL-2 OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

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