Slab and Shrinkage Linear Regression Estimation
Overview
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/.
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK, 1 FAILURE2026-06-08
- ERROR12 OK, 1 ERROR2026-06-07
- OK14 OK2026-03-10
Documentation
- Help pages
- 5
- Examples that run
- 100%5 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 20%
Downloads
Repository
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Checks run against github.com/ziwei-chenchen/savvysh on 2026-10-21.
Dependencies
Code & Tests
People & History
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- RR 4.6.0 released · 2026-04-24
- 0.1.1Latest
- 0.1.02026-03-03
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-03
- Total releases
- 2 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.6.0
- Download size
- 72 KB
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