Package: savvySh
Type: Package
Title: Slab and Shrinkage Linear Regression Estimation
Version: 0.1.0
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 Shrinkage Ridge Regression where the intensity 
    is chosen by minimizing an explicit Mean Squared Error (MSE) criterion. 
    Methods are based on paper 
    <https://openaccess.city.ac.uk/id/eprint/35005/>.
License: GPL (>= 3)
Encoding: UTF-8
URL: https://ziwei-chenchen.github.io/savvySh/
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: 2026-02-24 17:49:54 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: 2026-03-03 10:00:07 UTC
Built: R 4.4.3; ; 2026-03-04 00:50:55 UTC; windows
