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.
|Date of publication||2016-12-17 10:48:12|
|Maintainer||Minli Bao <[email protected]>|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.