Ridge regression plot
A plot of the regularised regression coefficients is shown.
A numeric vector containing the values of the target variable. If the values are proportions or percentages, i.e. strictly within 0 and 1 they are mapped into R using the logit transformation. In any case, they must be continuous only.
A numeric matrix containing the continuous variables. Rows are samples and columns are features.
A grid of values of the regularisation parameter λ.
For every value of λ the coefficients are obtained. They are plotted versus the λ values.
A plot with the values of the coefficients as a function of λ.
R implementation and documentation: Giorgos Athineou <firstname.lastname@example.org> and Michail Tsagris <email@example.com>
Hoerl A.E. and R.W. Kennard (1970). Ridge regression: Biased estimation for nonorthogonal problems. Technometrics, 12(1): 55-67.
Brown P. J. (1994). Measurement, Regression and Calibration. Oxford Science Publications.
ridge.reg, ridge.tune, alfa.ridge, alfaridge.plot
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