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

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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.

Author
Bob Obenchain <wizbob@att.net>
Date of publication
2014-01-14 07:14:08
Maintainer
Bob Obenchain <wizbob@att.net>
License
GPL (>= 2)
Version
1.0-8
URLs

View on CRAN

Man pages

haldport
Portland Cement benchmark of Hald(1952)
internal
Internal RXshrink functions
longley2
Art Hoerl's update of the infamous Longley(1967) benchmark...
mpg
Hocking(1976) Miles Per Gallon benchmark dataset
plot.RXlarlso
Plot method for RXlarlso objects
plot.RXridge
Plot method for RXridge objects
plot.RXtrisk
Plot method for RXtrisk objects
plot.RXtsimu
Plot method for RXtsimu objects
plot.RXuclars
Plot method for RXuclars objects
RXlarlso
Maximum Likelihood Estimation of Effects in Least Angle...
RXridge
Maximum Likelihood Shrinkage in Regression
RXshrink-package
Maximum Likelihood Shrinkage via Generalized Ridge or Least...
RXtrisk
True MSE Risk of Shrinkage Resulting from Known Regression...
RXtsimu
True Squared Error LOSS of Shrinkage for a Simulated Response...
RXuclars
Maximum Likelihood Least Angle Regression on Uncorrelated...

Files in this package

RXshrink
RXshrink/COPYING
RXshrink/inst
RXshrink/inst/doc
RXshrink/inst/doc/shrink.pdf
RXshrink/NAMESPACE
RXshrink/demo
RXshrink/demo/longley2.R
RXshrink/demo/mpg.R
RXshrink/demo/haldport.R
RXshrink/demo/00Index
RXshrink/data
RXshrink/data/mpg.rda
RXshrink/data/longley2.rda
RXshrink/data/haldport.rda
RXshrink/R
RXshrink/R/RXshrink.R
RXshrink/MD5
RXshrink/DESCRIPTION
RXshrink/man
RXshrink/man/RXtrisk.Rd
RXshrink/man/longley2.Rd
RXshrink/man/haldport.Rd
RXshrink/man/RXshrink-package.Rd
RXshrink/man/plot.RXlarlso.Rd
RXshrink/man/plot.RXridge.Rd
RXshrink/man/internal.Rd
RXshrink/man/RXlarlso.Rd
RXshrink/man/RXuclars.Rd
RXshrink/man/plot.RXuclars.Rd
RXshrink/man/RXridge.Rd
RXshrink/man/plot.RXtsimu.Rd
RXshrink/man/RXtsimu.Rd
RXshrink/man/mpg.Rd
RXshrink/man/plot.RXtrisk.Rd