JointShrink
Multivariate adaptive shrinkage uses shared patterns across conditions to estimate effects and their uncertainty. JointShrink provides the Gaussian summary-statistic method of Urbut et al. (2019) in Python, together with a native multivariate Student-t likelihood and direct outcome-regression extensions.
pip install jointshrink
| Analysis | Start with |
|---|---|
| Supplied effects and standard errors | Gaussian summaries |
| Heavy-tailed summary errors | Student-t summaries |
| Learn shared patterns | Covariance learning |
| Outcomes and predictors | Direct regression |
| Event times, categories or excess zeros | Regression families |
| Missing summary conditions or larger inputs | Prior reuse and batches |
| Function arguments and result methods | Grouped API |

The tutorials use constructed inputs. Gaussian summary inference conditions on fitted prior parameters; direct regression uses posterior sampling. Numerical agreement checks do not establish interval calibration or convergence in every analysis. See methods and limits.
Installation · Reference manual · Numerical comparisons
Citation
See the package paper and BibTeX citation.
Acknowledgements
Computations were performed on the Arseven Computing Cluster, Department of Statistics, Texas A&M University.
This work received no grant funding.