savvyGLM

0.1.4

Generalized Linear Models with Slab and Shrinkage Estimators

0packages depend

760downloads / year

85.8%test coverage

13/13checks pass

Overview

About

Maintained by Ziwei ChenFirst published 2026-05-024 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)

install.packages("savvyGLM", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("ziwei-chenchen/savvyGLM")

Development version from ziwei-chenchen/savvyGLM. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-savvyglm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-savvyGLM

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

Health

CRAN checks

13OK

Slowest check: 3.5 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 1.07

85.8%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-05-03
7 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 360 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 96%
Return-value docs: 100%
References docs: 100%

Downloads

760

CRAN downloads in the past year

Rank #14,580 · ~2/day · ~63/mo

Releases R versions

Daily download trend is not available in this view yet.

17030 days

76090 days

7601 year

Compare downloads with other packages →

Also on18 r2u

Repository

GitHub ↗ ziwei-chenchen/savvyglm

1Stars

0Forks

0Open issues

0Open PRs

0Releases

53Commits

1Contributors

License GPL-3.0 · 53 commits · Last activity 2026-05-10 · 0% stars, 30d

Stars over time

2026-05-17 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

Checks run against github.com/ziwei-chenchen/savvyglm on 2026-07-19.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.6.0

Imports (9)

statsMASSglmnet expmparallelglm2utilsMatrixCVXR

LinkingTo (0)

none

Suggests (4)

devtools testthat knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 2,439 (70%)Vignettes 724 (21%)Rd 324 (9%)

Code characteristics

Cyclomatic complexity: 1.0 median / 114 max
Test cases: 77 / 1.07 per code line

Test coverage

Line coverage

86%

Expression

84.8%

Tests / Examples

85.8% / 67% ex

Functions

16 2 exported

Complexity

10.3 avg / 114 max

Call network

16 nodes / 15 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

16 functions

Function	Cyclo	Coverage
savvy_glm.fit2 exp	114	81%
qis	3	85%
LW_est	1	89%
QIS_est	1	89%
cov1Para	2	91%
savvy_glm2 exp	27	92%

People & History

People (3)

Maintainer (1)

Ziwei Chen

Author, Maintainer

Authors (3)

Ziwei Chen

Author, Maintainer

Vali Asimit

Author

Claudio Senatore

Author

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

0.1.4Latest
2026-05-08 · current release · diff ↗
0.1.3
2026-05-03 · diff ↗
0.1.2
2026-05-03 · diff ↗
0.1.1
2026-05-02
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-05-02
Total releases: 4 / 1 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 3.6.0
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

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