Package: shrinkem
Type: Package
Title: Approximate Bayesian Regularization for Parsimonious Estimates
Date: 2026-06-10
Version: 0.3.0
Authors@R: c(person(given = c("Joris"),
             family = "Mulder",
             role = c("aut", "cre"),
             email = "j.mulder3@tilburguniversity.edu"),
      person(given = "Diana",
             family = "Karimova",
             role = c("aut", "ctb"),
             email = "dbkarimova@gmail.com"),
      person(given = "Sara",
             family = "van Erp",
             role = c("ctb"),
             email = "s.j.vanerp@uu.nl"),
      person(given = "Roger",
             family = "Leenders",
             role = c("ctb"),
             email = "r.t.a.j.leenders@tilburguniversity.edu")  
             )
Author: Joris Mulder [aut, cre],
  Diana Karimova [aut, ctb],
  Sara van Erp [ctb],
  Roger Leenders [ctb]
Maintainer: Joris Mulder <j.mulder3@tilburguniversity.edu>
Description: Approximate Bayesian regularization using Gaussian approximations. The input is a vector of estimates
             and a Gaussian error covariance matrix of the key parameters. Bayesian shrinkage is then applied
             to obtain parsimonious solutions. The method is described on 
             Karimova, van Erp, Leenders, and Mulder (2025) <DOI:10.1016/j.jmp.2025.102925>. Gibbs samplers are used
             for model fitting. The shrinkage priors that are supported are Gaussian (ridge) priors, Laplace
             (lasso) priors (Park and Casella, 2008 <DOI:10.1198/016214508000000337>), and horseshoe priors
             (Carvalho, et al., 2010; <DOI:10.1093/biomet/asq017>). These priors include an option
             for grouped regularization of different subsets of parameters (Meier et al., 2008; 
             <DOI:10.1111/j.1467-9868.2007.00627.x>). F priors are used for the penalty
             parameters lambda^2 (Mulder and Pericchi, 2018 <DOI:10.1214/17-BA1092>). This correspond to
             half-Cauchy priors on lambda (Carvalho, Polson, Scott, 2010 <DOI:10.1093/biomet/asq017>).
License: GPL (>= 3)
Encoding: UTF-8
RoxygenNote: 7.3.3
Imports: Rcpp, stats, extraDistr, CholWishart, matrixcalc, logspline
LinkingTo: Rcpp, RcppArmadillo
Suggests: tinytest
NeedsCompilation: yes
Packaged: 2026-06-10 18:19:03 UTC; jorismulder
Repository: CRAN
Date/Publication: 2026-06-10 18:40:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-06-10 22:07:54 UTC; unix
Archs: shrinkem.so.dSYM
