lmridge: Linear Ridge Regression with Ridge Penalty and Ridge Statistics

Linear ridge regression coefficient's estimation and testing with different ridge related measures such as MSE, R-squared etc. REFERENCES i. Hoerl and Kennard (1970) <doi:10.2307/1267351> ii. Halawa and El-Bassiouni (2000) <doi:10.1080/00949650008812006> iii. Imdadullah, Aslam, and Saima (2017) iv. Marquardt (1970) <doi:10.2307/1267205>.

Package details

AuthorImdad Ullah Muhammad [aut, cre] (<https://orcid.org/0000-0002-1315-491X>), Aslam Muhammad [aut, ctb]
MaintainerImdad Ullah Muhammad <[email protected]>
LicenseGPL (>= 2.0)
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lmridge")

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lmridge documentation built on May 2, 2019, 5:57 a.m.