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/
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
NeedsCompilation: no
Packaged: 2026-03-08 16:38:07 UTC; lanceyun
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>
Repository: CRAN
Date/Publication: 2026-03-08 17:20:02 UTC
Built: R 4.6.0; ; 2026-04-26 10:11:13 UTC; unix
