Shrinkage for Effect Estimation


[Up] [Top]

Documentation for package ‘eshrink’ version 0.1.2

Help Pages

eshrink-package Shrinkage Estimators for Regression
biasRidge Compute MSE, Bias, and Variance for Ridge Estimator
check_CIbound Confidence intervals for 'fLoss' estimators
eshrink Shrinkage Estimators for Regression
estRidge Estimate Coefficients for Ridge Regression
festLASSO Compute 'Future Loss' Ridge or LASSO Estimates
festRidge Compute 'Future Loss' Ridge or LASSO Estimates
invertTest Confidence intervals for 'fLoss' estimators
mseRidge Compute MSE, Bias, and Variance for Ridge Estimator
samplePosterior Posterior Sample for Bayesian Linear Regression
simLASSO Compute Lasso Estimator for simulated Data
varRidge Compute MSE, Bias, and Variance for Ridge Estimator
vcovfestRidge Standard Error Estimate