Package: savvyGLM
Type: Package
Title: Generalized Linear Models with Slab and Shrinkage Estimators
Version: 0.1.4
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 = "Claudio", family = "Senatore", role = "aut",
             email = "Claudio.Senatore@sas.com"))
Description: Provides a flexible framework for fitting generalized linear models (GLMs)
    with slab and shrinkage estimators. Methods include the Stein estimator (St),
    Diagonal Shrinkage (DSh), Simple Slab Regression (SR), Generalized Slab Regression (GSR),
    Ledoit-Wolf Linear Shrinkage (LW), Quadratic-Inverse Shrinkage (QIS),
    and Shrinkage (Sh), all integrated into the iteratively reweighted least squares (IRLS)
    algorithm. This approach enhances estimation accuracy, convergence, and robustness
    in the presence of multicollinearity. The best-fitting model is selected based on
    the Akaike Information Criterion (AIC). Methods are related to methods described in
    Marschner (2011) <doi:10.32614/RJ-2011-012>,
    Asimit et al. (2025) <https://openaccess.city.ac.uk/id/eprint/35005/>,
    Ledoit and Wolf (2004) <doi:10.1016/S0047-259X(03)00096-4>, and
    Ledoit and Wolf (2022) <doi:10.3150/20-BEJ1315>.
License: GPL (>= 3)
URL: https://Ziwei-ChenChen.github.io/savvyGLM/
BugReports: https://github.com/ziwei-chenchen/savvyGLM/issues
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 3.6.0)
Imports: stats, MASS, glmnet, expm, parallel, glm2, utils, Matrix, CVXR
Suggests: devtools, testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-05-07 12:35:49 UTC; 11605
Author: Ziwei Chen [aut, cre] (ORCID: <https://orcid.org/0009-0009-6376-3850>),
  Vali Asimit [aut] (ORCID: <https://orcid.org/0000-0002-7706-0066>),
  Claudio Senatore [aut]
Maintainer: Ziwei Chen <Ziwei.Chen.3@citystgeorges.ac.uk>
Repository: CRAN
Date/Publication: 2026-05-08 07:31:47 UTC
