| Name : R-shrink
| |
| Version : 1.2.3
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.5.2
| Date : 2024-06-14 11:39:41
|
| Group : Development/Libraries/Other
| Source RPM : R-shrink-1.2.3-lp153.5.2.src.rpm
|
| Size : 0.27 MB
| |
| Packager : (none)
| |
| Summary : Global, Parameterwise and Joint Shrinkage Factor Estimation
|
Description :
The predictive value of a statistical model can often be improved by
applying shrinkage methods. This can be achieved, e.g., by regularized
regression or empirical Bayes approaches. Various types of shrinkage
factors can also be estimated after a maximum likelihood. While global
shrinkage modifies all regression coefficients by the same factor,
parameterwise shrinkage factors differ between regression coefficients.
With variables which are either highly correlated or associated with
regard to contents, such as several columns of a design matrix
describing a nonlinear effect, parameterwise shrinkage factors are not
interpretable and a compromise between global and parameterwise
shrinkage, termed \'joint shrinkage\', is a useful extension. A
computational shortcut to resampling-based shrinkage factor estimation
based on DFBETA residuals can be applied. Global, parameterwise and
joint shrinkage for models fitted by lm(), glm(), coxph(), or mfp() is
available.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
