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 <>
Package repositoryView on CRAN
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MWRidge documentation built on May 1, 2019, 10:47 p.m.