Introduction | Theoretical Overview | Multiplicative Shrinkage | Slab Regression | Linear Shrinkage | Shrinkage Ridge Regression | Summary of Shrinkage Estimators | Simulation Examples | Multiplicative Shrinkage and Slab Regression | Multivariate Gaussian Distribution | Student's t Distribution | Gaussian Copula with Binomial Margins | Linear Shrinkage | Multivariate Gaussian Distribution | Student's t Distribution | Shrinkage Ridge Regression | Latent Space Features | Real Data Analysis | Cybersickness data | Portfolio Investment
Package: savvySh 0.1.1
Ziwei Chen
savvySh: Slab and Shrinkage Linear Regression Estimation
Implements a suite of shrinkage estimators for multivariate linear regression to improve estimation stability and predictive accuracy. Provides methods including the Stein estimator, Diagonal Shrinkage, the general Shrinkage estimator (solving a Sylvester equation), and Slab Regression (Simple and Generalized). These methods address Stein's paradox by introducing structured bias to reduce variance without requiring cross-validation, except for 'ShrinkageRR' where the intensity is chosen by minimizing an explicit Mean Squared Error (MSE) criterion. Methods are based on Asimit, V., Cidota, M. A., Chen, Z., and Asimit, J. (2025) <https://openaccess.city.ac.uk/id/eprint/35005/>.
Authors:
savvySh_0.1.1.tar.gz
savvySh_0.1.1.zip(r-4.7)savvySh_0.1.1.zip(r-4.6)savvySh_0.1.1.zip(r-4.5)
savvySh_0.1.1.tgz(r-4.6-any)savvySh_0.1.1.tgz(r-4.5-any)
savvySh_0.1.1.tar.gz(r-4.7-any)savvySh_0.1.1.tar.gz(r-4.6-any)
savvySh_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
savvySh/json (API)
| # Install 'savvySh' in R: |
| install.packages('savvySh', repos = c('https://ziwei-chenchen.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ziwei-chenchen/savvysh/issues
Pkgdown/docs site:https://ziwei-chenchen.github.io
Datasets:
- cybersickness_10lags - Lagged Physiological Covariates for Cybersickness Prediction
- cybersickness_raw - Raw Physiological Measurements for Cybersickness Study
- cybersickness_row - Raw Physiological Measurements for Cybersickness Study
- returns_441 - Stock Return Panel: 441 Stocks Across 6037 Dates
Last updated from:1c8076bce3. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 155 | ||
| source / vignettes | OK | 200 | ||
| linux-release-x86_64 | OK | 141 | ||
| macos-release-arm64 | OK | 118 | ||
| macos-oldrel-arm64 | OK | 88 | ||
| windows-devel | OK | 114 | ||
| windows-release | OK | 114 | ||
| windows-oldrel | OK | 90 | ||
| wasm-release | OK | 106 |
Exports:savvySh
Dependencies:codetoolsexpmforeachglmnetiteratorslatticeMASSMatrixmnormtRcppRcppEigenshapesurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Extract Coefficients for a Slab and Shrinkage Linear Regression Model | coef.savvySh_model |
| Lagged Physiological Covariates for Cybersickness Prediction | cybersickness_10lags |
| Raw Physiological Measurements for Cybersickness Study | cybersickness_raw |
| Raw Physiological Measurements for Cybersickness Study | cybersickness_row |
| Predict Method for Slab and Shrinkage Linear Regression Models | predict.savvySh_model |
| Print a Slab and Shrinkage Model Summary | print.savvySh_model |
| Stock Return Panel: 441 Stocks Across 6037 Dates | returns_441 |
| Slab and Shrinkage Linear Regression Estimation | savvySh |
| Summarize a Slab and Shrinkage Linear Regression Model | summary.savvySh_model |