Package: savvySh
Type: Package
Title: Slab and Shrinkage Linear Regression Estimation
Version: 0.1.1
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 = "Marina Anca", family = "Cidota", role = "aut",
             email = "cidota@fmi.unibuc.ro", 
             comment = c(ORCID = "0009-0004-9505-7233")),
      person(given = "Jennifer", family = "Asimit", role = "aut",
             email = "jennifer.asimit@mrc-bsu.cam.ac.uk", 
             comment = c(ORCID = "0000-0002-4857-2249")))
Description: 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/>.
License: GPL (>= 3)
Encoding: UTF-8
URL: https://Ziwei-ChenChen.github.io/savvySh,
        https://github.com/Ziwei-ChenChen/savvySh
BugReports: https://github.com/Ziwei-ChenChen/savvySh/issues
RoxygenNote: 7.3.2
Depends: R (>= 3.6.0)
Imports: Matrix, glmnet, MASS, expm, mnormt, stats
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
Config/testthat/edition: 3
Repository: https://ziwei-chenchen.r-universe.dev
Date/Publication: 2026-03-18 16:50:39 UTC
RemoteUrl: https://github.com/ziwei-chenchen/savvysh
RemoteRef: HEAD
RemoteSha: 1c8076bce3971f2a3ade6496bcce7456db9c926d
NeedsCompilation: no
Packaged: 2026-07-18 09:07:16 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>),
  Marina Anca Cidota [aut] (ORCID:
    <https://orcid.org/0009-0004-9505-7233>),
  Jennifer Asimit [aut] (ORCID: <https://orcid.org/0000-0002-4857-2249>)
Maintainer: Ziwei Chen <Ziwei.Chen.3@citystgeorges.ac.uk>