The R package ImpShrinkage provides A variety of improved shrinkage estimators in the area of statistical analysis: unrestricted; restricted; preliminary test; improved preliminary test; Stein; and positive-rule Stein. More details can be found in chapter 7 of Saleh, A. K. Md. E. (2006).
This work is funded by national funds through the FCT - Fundação para a Ciência e a Tecnologia, I.P., under the scope of the projects UIDB/00297/2020 and UIDP/00297/2020 (Center for Mathematics and Applications)".
You can install the stable version from CRAN.
install.packages('ImpShrinkage', dependencies = TRUE)You can install the development version from Github
# install.packages("remotes")
remotes::install_github("mnrzrad/ImpShrinkage")Norouzirad M, Mazarei D, Moura R (2023). ImpShrinkage: Improved Shrinkage Estimations for Multiple Linear Regression. R package version 1.0.0, https://cran.r-project.org/package=ImpShrinkage.
A BibTeX entry for LaTeX users is
@Manual{ImpShrinkage, title = {ImpShrinkage: Improved Shrinkage Estimations for Multiple Linear Regression}, author = {Mina Norouzirad and Danial Mazarei and Ricardo Moura}, year = {2023}, note = {R package version 1.0.0}, url = {https://cran.r-project.org/package=ImpShrinkage} }
This package is free and open source software, licensed under GPL-3.