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.

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

Files

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

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