# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "shrinkem" in publications use:' type: software license: GPL-3.0-or-later title: 'shrinkem: Approximate Bayesian Regularization for Parsimonious Estimates' version: 0.2.0 doi: 10.32614/CRAN.package.shrinkem abstract: 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 (2024) . Gibbs samplers are used for model fitting. The shrinkage priors that are supported are Gaussian (ridge) priors, Laplace (lasso) priors (Park and Casella, 2008 ), and horseshoe priors (Carvalho, et al., 2010; ). These priors include an option for grouped regularization of different subsets of parameters (Meier et al., 2008; ). F priors are used for the penalty parameters lambda^2 (Mulder and Pericchi, 2018 ). This correspond to half-Cauchy priors on lambda (Carvalho, Polson, Scott, 2010 ). authors: - family-names: Mulder given-names: Joris email: j.mulder3@tilburguniversity.edu - family-names: Karimova given-names: Diana email: dbkarimova@gmail.com repository: https://CRAN.R-project.org/package=shrinkem date-released: '2024-10-01' contact: - family-names: Mulder given-names: Joris email: j.mulder3@tilburguniversity.edu