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shrinkem

0.4.0Package record

Approximate Bayesian Regularization for Parsimonious Estimates

0packages dependsuggested by 2
2.4Kdownloads / year
78.3%test coverage
13/13flavors OK

Overview

About

Approximate Bayesian regularization using Gaussian approximations. The input is a vector of estimates and a Gaussian error covariance matrix of the key parameters. Bayesian shrinkage is then applied to obtain parsimonious solutions. The method is described on Karimova, van Erp, Leenders, and Mulder (2025) DOI:10.1016/j.jmp.2025.102925. Gibbs samplers are used for model fitting. The shrinkage priors that are supported are Gaussian (ridge) priors, Laplace (lasso) priors (Park and Casella, 2008 DOI:10.1198/016214508000000337), and horseshoe priors (Carvalho, et al., 2010; DOI:10.1093/biomet/asq017). These priors include an option for grouped regularization of different subsets of parameters (Meier et al., 2008; DOI:10.1111/j.1467-9868.2007.00627.x). F priors are used for the penalty parameters lambda^2 (Mulder and Pericchi, 2018 DOI:10.1214/17-BA1092). This correspond to half-Cauchy priors on lambda (Carvalho, Polson, Scott, 2010 DOI:10.1093/biomet/asq017).

Install

Health

CRAN checks
13OK
Slowest check: 3.1 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.4.0
READMEYes · 133 wordsVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
3
Examples that run
67%2 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

2.4K
CRAN downloads in the past year
Rank #16,494 · ~7/day · ~201/mo
Daily download trend is not available in this view yet.
22230 days
77090 days
2.4K1 year
Compare downloads with other packages →
Also on138 r2u

Dependencies

Declared dependencies
8 external dependencies (excludes base and recommended)

Installing shrinkem adds 6 packages (5 with compiled code, 3.1 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, extraDistr 146 KB.

Depends (0)
none
LinkingTo (2)
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect
Suggested by 2
Suggests, most downloaded first

People & History

People (4)
Author, Maintainer since 0.2.0 (2024)
Author, Contributor
Contributor · added in 0.3.0
Contributor
Listed in earlier versions (1)
Mulder
no longer listed · 0.2.0 to 0.4.0
Releases (3)

Pick two releases to compare their code metrics.

  • 0.4.0Latest
    record
    2026-07-15 · current release · diff ↗
  • 0.3.0
    record
    2026-06-10 · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 0.2.0
    record
    2024-10-05
  • R
    R 4.4.0 released · 2024-04-24

Package metadata

First published
2024-10-05
Total releases
3 / 2 yrs
License
GPL (>= 3) OSI
Download size
14 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("shrinkem")
Mulder, J., Karimova, D., Leenders, R., & van Erp, S. (2026). shrinkem: Approximate Bayesian Regularization for Parsimonious Estimates (Version 0.4.0) [Computer software]. https://doi.org/10.32614/CRAN.package.shrinkem

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for shrinkem version 0.4.0 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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