fastridge | R Documentation |
A wrapper around fastridgeCpp
, for faster computation of the analytical solution for
ridge regression.
fastridge(x, y, weights = rep(1/n, n), lambda, standardize = TRUE)
x |
Regressor matrix. |
y |
Dependent variable (a numeric vector). |
weights |
Vector of weights. |
lambda |
Penalty parameter. |
standardize |
Logical. If |
A vector of coefficient (beta) estimates.
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