fastridge: Finding Ridge Regression Solutions

In penppml: Penalized Poisson Pseudo Maximum Likelihood Regression

Finding Ridge Regression Solutions

Description

A wrapper around fastridgeCpp, for faster computation of the analytical solution for ridge regression.

Usage

fastridge(x, y, weights = rep(1/n, n), lambda, standardize = TRUE)

Arguments

x	Regressor matrix.
y	Dependent variable (a numeric vector).
weights	Vector of weights.
lambda	Penalty parameter.
standardize	Logical. If TRUE, x is standardized using the weights.

Value

A vector of coefficient (beta) estimates.

penppml documentation built on Sept. 8, 2023, 5:58 p.m.