RXshrink: Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression
Version 1.0-8

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.

Package details

AuthorBob Obenchain <[email protected]>
Date of publication2014-01-14 07:14:08
MaintainerBob Obenchain <[email protected]>
LicenseGPL (>= 2)
Version1.0-8
URL http://www.r-project.org http://members.iquest.net/~softrx
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RXshrink")

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RXshrink documentation built on May 30, 2017, 5:18 a.m.