MWRidge: Two Stage Moving-Window Ridge Method for Prediction and Estimation

A two stage moving-window Ridge method for coefficients estimation and model prediction. In the first stage, moving-window penalty and L1 penalty are applied. In the second stage, ridge regression is applied.

Package details

AuthorMinli Bao
MaintainerMinli Bao <minli-bao@uiowa.edu>
LicenseGPL
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MWRidge")

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MWRidge documentation built on May 1, 2019, 10:47 p.m.