mashr
Multivariate Adaptive Shrinkage
Implements the multivariate adaptive shrinkage (mash) method of Urbut et al (2019) <DOI:10.1038/s41588-018-0268-8> for estimating and testing large numbers of effects in many conditions (or many outcomes). Mash takes an empirical Bayes approach to testing and effect estimation; it estimates patterns of similarity among conditions, then exploits these patterns to improve accuracy of the effect estimates. The core linear algebra is implemented in C++ for fast model fitting and posterior computation.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.79 |
rolling linux/jammy R-4.5 | mashr_0.2.79.tar.gz |
650.2 KiB |
0.2.79 |
rolling linux/noble R-4.5 | mashr_0.2.79.tar.gz |
659.2 KiB |
0.2.79 |
rolling source/ R- | mashr_0.2.79.tar.gz |
515.3 KiB |
0.2.79 |
latest linux/jammy R-4.5 | mashr_0.2.79.tar.gz |
650.2 KiB |
0.2.79 |
latest linux/noble R-4.5 | mashr_0.2.79.tar.gz |
659.2 KiB |
0.2.79 |
latest source/ R- | mashr_0.2.79.tar.gz |
515.3 KiB |
0.2.79 |
2026-04-26 source/ R- | mashr_0.2.79.tar.gz |
515.3 KiB |
0.2.79 |
2026-04-23 source/ R- | mashr_0.2.79.tar.gz |
515.3 KiB |
0.2.79 |
2026-04-09 windows/windows R-4.5 | mashr_0.2.79.zip |
1.2 MiB |
0.2.79 |
2025-04-20 source/ R- | mashr_0.2.79.tar.gz |
515.3 KiB |