MWRidge: Two Stage Moving-Window Ridge Method for Prediction and Estimation
Version 1.0.0

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
Date of publication2016-12-17 10:48:12
MaintainerMinli Bao <[email protected]>
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")

Try the MWRidge package in your browser

Any scripts or data that you put into this service are public.

MWRidge documentation built on May 29, 2017, 2:13 p.m.