RXshrink: Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression

Identify and display TRACEs for a specified shrinkage path and determine the extent of shrinkage most likely, under normal distribution theory, to produce an optimal reduction in MSE Risk in estimates of regression (beta) coefficients.

Install the latest version of this package by entering the following in R:
install.packages("RXshrink")
AuthorBob Obenchain <wizbob@att.net>
Date of publication2014-01-14 07:14:08
MaintainerBob Obenchain <wizbob@att.net>
LicenseGPL (>= 2)
Version1.0-8
http://www.r-project.org
http://members.iquest.net/~softrx

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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