ridge: Ridge regression

In ProxReg: Linear Models for Prediction and Classification using Proximal Operators

Ridge regression

Description

ridge function estimates the coefficients for a linear model using Ridge regression.

Usage

ridge(data,y,x,lambda)

Arguments

data	name of the dataset
y	name of dependent variables
x	name of independent variable
lambda	a numeric value or a numeric vector to penalize the squared residual

Value

a matrix with the coefficients for each lambda

Examples

ridge(mtcars,"hp",c("mpg","qsec","disp"),c(0.01,0.1))

ProxReg documentation built on April 3, 2025, 9:21 p.m.