Identify and display TRACEs for a specified shrinkage path and determine the extent of shrinkage most likely, under normal distribution theory, to produce an optimal reduction in MSE Risk in estimates of regression (beta) coefficients.
| Version: | 1.0-7 |
| Depends: | R (≥ 1.8.0), lars |
| Published: | 2011-12-27 |
| Author: | Bob Obenchain |
| Maintainer: | Bob Obenchain <wizbob at att.net> |
| License: | GPL (≥ 2) |
| URL: | http://www.r-project.org, http://members.iquest.net/~softrx |
| CRAN checks: | RXshrink results |
| Package source: | RXshrink_1.0-7.tar.gz |
| MacOS X binary: | RXshrink_1.0-7.tgz |
| Windows binary: | RXshrink_1.0-7.zip |
| Reference manual: | RXshrink.pdf |
| Vignettes: |
Generalized Ridge and Least Angle Regression: Calculations and Visualizations |
| Old sources: | RXshrink archive |