shrink
1.2.3Global, Parameterwise and Joint Shrinkage Factor Estimation
Overview
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.
Install
Health
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 31%
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1 development-tooling and community-health practice detected across 1 family in the upstream repository
Checks run against github.com/biometrician/shrink on 2026-07-19.
Dependencies
Nothing depends on this yet.
Code & Tests
- Cyclomatic complexity
- 17.0 median / 39 max
Test coverage
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Functions
10 5 exported
Complexity
17.2 avg / 39 max
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10 nodes / 6 edges
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Open call graph →Lowest coverage
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People & History
8 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.2.3Latest
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.2.22022-02-08 · diff ↗
- unarchivedReturned to CRAN2022-02-08
- archivedRemoved from CRAN2022-01-08requires orphaned package 'mfp'
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 1.2.12016-03-09 · diff ↗
Package metadata
- First published
- 2013-04-02
- Total releases
- 8 / 13 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.2.2
- Bundled data
- 19 KB / 2 files
- Download size
- 84 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet