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savvySh

Slab and Shrinkage Linear Regression Estimation

v0.1.1 · Mar 8, 2026 · GPL (>= 3)

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 'ShrinkageRR' where the intensity is chosen by minimizing an explicit Mean Squared Error (MSE) criterion. Methods are based on Asimit, V., Cidota, M. A., Chen, Z., and Asimit, J. (2025) <https://openaccess.city.ac.uk/id/eprint/35005/>.

Downloads

CRAN

489

Last 30 days

8334th

1.5K

Last 90 days

2.1K

Last year

Trend: +1.2% (30d vs prior 30d)

r2u CRAN

0

Last 30 days

21

Last 90 days

33

Last year

Trend: -100% (30d vs prior 30d)

autoCRAN

8

Last 7 days

12

Last 30 days

1

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 1 FAILURE Jun 8, 2026
FAILURE r-devel-linux-x86_64-debian-gcc

for unstated dependencies in vignettes

ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 7, 2026
ERROR r-devel-linux-x86_64-debian-gcc

re-building of vignette outputs

Error(s) in re-building vignettes:
  ...
--- re-building ‘savvySh.Rmd’ using rmarkdown
Warning in file("", "w+b") :
  cannot open file '/tmp/RtmpBohJL0/Rfc4e793e93b3c1': No space left on device

Quitting from savvySh.Rmd:323-351 [unnamed-chunk-4]
~~~
...[truncated]...
~

Error: processing vignette 'savvySh.Rmd' failed with diagnostics:
cannot open the connection
--- failed re-building ‘savvySh.Rmd’

SUMMARY: processing the following file failed:
  ‘savvySh.Rmd’

Error: Vignette re-building failed.
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Code

Structure

Lines of code

2,912

Files

27

Compiled share

0%

Has compiled src

No

Language breakdown

R 1,149 (39.5%)Tests 362 (12.4%)Docs 433 (14.9%)Vignettes 968 (33.2%)

API

Exported functions

1

Internal functions

17

Recent export changes

v0.1.0+1 savvySh

Testing & CI

Has tests

Yes

Test-to-code ratio

0.32

testthat edition

3

CI present

No

CI type

[]

PR gated

No

Docs

Return-value doc rate

100%

\dontrun example ratio

0%

Roxygen coverage

100%

Has pkgdown

No

NEWS present

No

Health & Security signals

Informational signals; not verdicts.

on.exit coverage

Unsafe pattern score

0

Dep constraint coverage

0%

Secret pattern count

0

Bundled 3rd-party code

2 items

Portability & License

Min R version

3.6.0

System requirements

C++ standard

License

GPL (>= 3)

License flags

SPDX valid, OSI approved

History

Versions

2

First release

2026-03-03

Latest release

2026-03-08

Avg cadence

5 days

Cold removal rate

Dep drift

0

LOC over versions

v0.1.0: 2,910 LOCv0.1.1: 2,912 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Dependency Network

Dependencies Reverse dependencies Matrix glmnet MASS expm mnormt savvySh

Version History

3 tracked
new 0.1.1 Mar 10, 2026
updated 0.1.1 ← 0.1.0 diff Mar 7, 2026
new 0.1.0 Mar 2, 2026