Description Usage Arguments Details Value Author(s) Examples

Function to do simple ridge regression.

1 | ```
simple.ridge(x, y, lambda = 1, df, ...)
``` |

`x` |
predictor matrix, NA's not allowed. Should not include a column of 1's. |

`y` |
response matrix, NA's not allowed |

`lambda` |
vector of ridge coefficients |

`df` |
vector of target degrees of freedom. lambda is calculated from these. |

`...` |
Presently not used |

Principal advantage with this compared to other implementations
of ridge regression in **R** is that we can do the calculations
for multiple degrees of freedom at once. Ridging is not applied to the intercept.

List with components:

`beta0 ` |
intercept |

`beta ` |
matrix of coefficients. One column for each lambda |

`lambda` |
lambda used |

`df` |
df used |

Kjetil B. Halvorsen

1 | ```
# See examples for \link{prostate}.
``` |

ElemStatLearn documentation built on May 30, 2017, 3:36 a.m.

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