Package: savvyGLM
Type: Package
Title: Generalized Linear Models with Slab and Shrinkage Estimators
Version: 0.1.4
Authors@R: 
    c(person(given = "Ziwei", family = "Chen", role = c("aut", "cre"),
             email = "Ziwei.Chen.3@citystgeorges.ac.uk",
             comment = c(ORCID = "0009-0009-6376-3850")),
      person(given = "Vali", family = "Asimit", role = "aut",
             email = "asimit@citystgeorges.ac.uk",
             comment = c(ORCID = "0000-0002-7706-0066")),
      person(given = "Claudio", family = "Senatore", role = "aut",
             email = "Claudio.Senatore@sas.com"))
Description: Provides a flexible framework for fitting generalized
        linear models (GLMs) with slab and shrinkage estimators.
        Methods include the Stein estimator (St), Diagonal Shrinkage
        (DSh), Simple Slab Regression (SR), Generalized Slab Regression
        (GSR), Ledoit-Wolf Linear Shrinkage (LW), Quadratic-Inverse
        Shrinkage (QIS), and Shrinkage (Sh), all integrated into the
        iteratively reweighted least squares (IRLS) algorithm. This
        approach enhances estimation accuracy, convergence, and
        robustness in the presence of multicollinearity. The
        best-fitting model is selected based on the Akaike Information
        Criterion (AIC). Methods are related to methods described in
        Marschner (2011) <doi:10.32614/RJ-2011-012>, Asimit et al.
        (2025) <https://openaccess.city.ac.uk/id/eprint/35005/>, Ledoit
        and Wolf (2004) <doi:10.1016/S0047-259X(03)00096-4>, and Ledoit
        and Wolf (2022) <doi:10.3150/20-BEJ1315>.
License: GPL (>= 3)
URL: https://Ziwei-ChenChen.github.io/savvyGLM/
BugReports: https://github.com/ziwei-chenchen/savvyGLM/issues
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 3.6.0)
Imports: stats, MASS, glmnet, expm, parallel, glm2, utils, Matrix, CVXR
Suggests: devtools, testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
Config/testthat/edition: 3
Config/pak/sysreqs: cmake libgmp3-dev make pkg-config libclang-dev
Repository: https://ziwei-chenchen.r-universe.dev
Date/Publication: 2026-05-10 12:27:31 UTC
RemoteUrl: https://github.com/ziwei-chenchen/savvyglm
RemoteRef: HEAD
RemoteSha: 9e2bafbde66311b88e2d410dd95eab9f103e0201
NeedsCompilation: no
Packaged: 2026-06-18 11:10:29 UTC; root
Author: Ziwei Chen [aut, cre] (ORCID: <https://orcid.org/0009-0009-6376-3850>),
  Vali Asimit [aut] (ORCID: <https://orcid.org/0000-0002-7706-0066>),
  Claudio Senatore [aut]
Maintainer: Ziwei Chen <Ziwei.Chen.3@citystgeorges.ac.uk>