Description Usage Arguments Details Value Author(s) References See Also
Object of the penalty
class to handle the ridge penalty (Hoerl \& Kennard, 1970).
1 |
lambda |
regularization parameter. This must be a nonnegative real number. |
... |
further arguments. |
The ‘classic’ penalty as introduced in Hoerl \& Kennard (1970). The ridge penalty is defined as
P_λ^r (\boldsymbol{β}) = λ ∑_{i=1}^p β_j^2.
An object of the class penalty
. This is a list with elements
penalty |
character: the penalty name. |
lambda |
double: the (nonnegative) regularization parameter. |
getpenmat |
function: computes the diagonal penalty matrix. |
Jan Ulbricht
Hoerl, A. E. \& R. W. Kennard (1970) Ridge Regression: Bias estimation for nonorthogonal problems. Technometrics 12, 55–67.
penalty
, lasso
, penalreg
, ForwardBoost
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