Package: shrinkr 0.4.5

Jacob M. Maronge

shrinkr: Modular Bayesian Hierarchical Shrinkage Models

Implements a two-stage Bayesian hierarchical modeling framework for applying shrinkage to subgroup-specific effects. The package separates model fitting (Stage 1) from hierarchical shrinkage (Stage 2), enabling modular sensitivity analyses without refitting expensive Markov chain Monte Carlo (MCMC) chains. Supports flexible prior specifications through the 'distributional' package, mixture approximations via 'mclust', and efficient 'Stan'-based inference.

Authors:Jacob M. Maronge [aut, cre], GlaxoSmithKline Research & Development Limited [cph, fnd], Trustees of Columbia University [cph]

shrinkr_0.4.5.tar.gz
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manual.pdf |manual.html
DESCRIPTION |NEWS
card.svg |card.png
shrinkr/json (API)

# Install 'shrinkr' in R:
install.packages('shrinkr', repos = c('https://gsk-biostatistics.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/gsk-biostatistics/shrinkr/issues

Pkgdown/docs site:https://gsk-biostatistics.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

cpp

5.11 score 13 scripts 13 exports 52 dependencies

Last updated from:f0c6a08b69. Checks:12 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK359
linux-devel-x86_64OK415
source / vignettesOK493
linux-release-arm64OK399
linux-release-x86_64OK422
macos-release-arm64OK188
macos-release-x86_64OK443
macos-oldrel-arm64OK235
macos-oldrel-x86_64OK518
windows-develOK347
windows-releaseOK283
windows-oldrelOK315
wasm-releaseFAIL352

Exports:extract_mu_tauextract_thetafit_mixtureprior_mixtureprior_pairwise_differencesprior_spike_slabsample_prior_predictiveshrinksummarise_mu_tausummarise_thetasummarize_mu_tausummarize_thetatheta_contrasts

Dependencies:abindbackportsBHcallrcheckmateclicpp11descdistributionaldplyrfarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglifecycleloomagrittrmatrixStatsmclustnumDerivotelpillarpkgbuildpkgconfigposteriorprocessxpspurrrQuickJSRR6RColorBrewerRcppRcppEigenRcppParallelrlangrstanrstantoolsS7scalesStanHeaderstensorAtibbletidyselectutf8vctrsviridisLitewithr

Federated Learning with shrinkr
Introduction | Use Case: Multi-Hospital Mortality Prediction | Scenario Setup | The Federated Network | The Clinical Model | $$\text{logit}(\text{mortality}) | Federated Workflow | Step 1: Each Site Fits Independently | Step 2: Sites Share Summaries with Coordinator | Path A: Share Full Posteriors (if permitted) | Path B: Share Only Summary Statistics (requires assumptions) | Central Coordinator: Stage 2 Shrinkage | Path A: Using Full Posteriors | Specify Network-Level Priors | Fit Hierarchical Model | Path B: Using Only Summary Statistics | Step 1: Check Normality Assumption | When CLT Fails: A Counter-Example | Step 2: Fit Using CLT Approximation | Compare Paths | Results: Improved Site-Specific Estimates | Visualize Shrinkage Effect | Quantify Uncertainty Reduction | Visualize Uncertainty Reduction | Clinical Impact: Network-Calibrated Predictions | Stage 1: Independent Site Predictions | Stage 2: Network-Calibrated Predictions | Visualize Prediction Changes | Privacy-Preserving Benefits | What Gets Shared | Compliance Benefits | Advanced Federated Scenarios | Scenario 1: Heterogeneous Models | Scenario 2: Meta-Analysis of Published Studies | Scenario 3: Iterative Federated Updates | Federated Learning Best Practices | 1. Establish Data Governance | 2. Standardize Stage 1 Models | 3. Verify Normality if Using Summaries | 4. Quality Control | 5. Sensitivity Analysis | 6. Transparent Reporting | Advantages of shrinkr for Federated Learning | When to Use Federated shrinkr | Summary | Additional Resources | Session Info

Last update: 2026-06-29
Started: 2026-06-12

Meta-Analytic-Predictive (MAP) Priors with shrinkr and beastt
Overview | The historical evidence | Hierarchical meta-analysis with shrinkr | Building the MAP prior | Robustify and form the posterior with beastt | Summary | References

Last update: 2026-06-15
Started: 2026-06-15

Getting Started with shrinkr
What is shrinkr? | A Complete Example: Regional Clinical Trial | Stage 1: Fit Independent Models with Stan | Stage 2: Apply Hierarchical Shrinkage | Step 1: Fit Mixture Approximation | Step 2: Specify Hierarchical Priors | Step 3: Fit the Hierarchical Model | Step 4: Examine Results | Step 5: Visualize Shrinkage | Alternative Input: Using Summary Statistics Only | Complete Stan → shrinkr Workflow Summary | Key Concepts Checklist | Common Pitfalls to Avoid | Next Steps | Session Info

Last update: 2026-06-12
Started: 2026-06-12

Survival Analysis with brms and shrinkr
Overview | Setup | The Veteran Dataset | Approach 1: Two-Stage (brms + shrinkr) | Stage 1: Fit Cox Model | Stage 2: Apply Hierarchical Shrinkage | Step 1: Extract posterior samples | Step 2: Fit a Gaussian mixture approximation | Step 3: Apply a hierarchical prior | Approach 2: Full Hierarchical (brms) | Approach 3: Two-Stage (Frequentist + shrinkr) | Compare Three Approaches | Numerical comparison | Visual comparison | Sensitivity Analysis: Exploring Different Priors | Prior densities | Heterogeneity estimates | Impact on cell type estimates | Key Takeaways | Session Info

Last update: 2026-06-12
Started: 2026-06-12

Working with shrinkr in the Tidy Bayesian Ecosystem
Overview | Example: Multi-Region Clinical Trial | Simulate Stage 1 Results | Fit shrinkr Model | Working with posterior Package | Extract Draws | Basic Summaries | Check Convergence | Diagnostic Plots with bayesplot | Trace Plots | Density Plots | Interval Plots | Area Plots | Tidy Analysis with tidybayes | Spread and Gather Draws | Point and Interval Summaries | Custom Summaries with dplyr | Computing Contrasts | Modern Visualizations with ggdist | Halfeye Plots | Slab + Interval | Quantile Dotplots | Gradient Intervals | Comparing Pre- and Post-Shrinkage | Extract Both Estimates | Custom Comparison Plot | Complete Workflow Example | Advanced: Custom Analyses | Probability Statements | Tail Probabilities | Ranking Analysis | Further Reading

Last update: 2026-06-12
Started: 2026-06-12

Readme and manuals

Help Manual

Help pageTopics
shrinkr: Modular Bayesian Hierarchical Shrinkage Modelsshrinkr-package shrinkr
Convert shrinkr_fit to draws_dfas_draws_df.shrinkr_fit
Convert shrinkr_fit to data.frameas.data.frame.shrinkr_fit
Convert mixture fit to data frameas.data.frame.shrinkr_mixture
Convert prior predictive samples to data frameas.data.frame.shrinkr_prior_pred
Extract mu and tau parametersextract_mu_tau
Extract theta (group-level effect) parametersextract_theta
Fit Gaussian mixture models to posterior samplesfit_mixture
Plot shrinkage fitplot.shrinkr_fit
Plot fitted marginal densities or QQ plots for mixture modelsplot.shrinkr_mixture
Plot prior predictive pairwise differencesplot.shrinkr_prior_contrasts
Plot prior predictive samplesplot.shrinkr_prior_pred
Print method for shrinkr_fitprint.shrinkr_fit
Print method for mixture fitsprint.shrinkr_mixture
Print method for prior pairwise contrastsprint.shrinkr_prior_contrasts
Print method for prior predictive samplesprint.shrinkr_prior_pred
Print summary of mixture fitprint.summary.shrinkr_mixture
Print summary of prior predictive samplesprint.summary.shrinkr_prior_pred
Create a mixture priorprior_mixture
Compute prior predictive pairwise differences |theta_i - theta_j|prior_pairwise_differences
Spike-and-slab prior for testing homogeneityprior_spike_slab
Sample from prior predictive distributionsample_prior_predictive
Bayesian Hierarchical Shrinkage Modelshrink
Imports from statsshrinkr-imports
Summarize mu and tau hyperparameterssummarise_mu_tau summarize_mu_tau
Summarize theta parameters by groupsummarise_theta summarize_theta
Summary method for shrinkr_fitsummary.shrinkr_fit
Summary statistics for mixture fitssummary.shrinkr_mixture
Summary statistics for prior predictive samplessummary.shrinkr_prior_pred
Linear combinations of thetatheta_contrasts