eshrink-package

eshrink

<p>Computes shrinkage estimators for regression problems. Selects
penalty parameter by minimizing bias and variance in the effect estimate,
where bias and variance are estimated from the posterior predictive
 distribution. See Keller and Rice (2017) &lt;doi:10.1093/aje/kwx225&gt; for more 
details.</p>

Computes shrinkage estimators for regression problems. Selects
penalty parameter by minimizing bias and variance in the effect estimate, where bias and variance are estimated from the posterior predictive distribution. See Keller and Rice (2017) <doi:10.1093/aje/kwx225> for more details.

eshrink-package: Shrinkage Estimators for Regression

Description

Arguments