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ridgregextra: Ridge Regression Parameter Estimation
It is a package that provides alternative approach for finding optimum parameters of ridge regression. This package focuses on finding the ridge parameter value k which makes the variance inflation factors closest to 1, while keeping them above 1 as addressed by Michael Kutner, Christopher Nachtsheim, John Neter, William Li (2004, ISBN:978-0073108742). Moreover, the package offers end-to-end functionality to find optimum k value and presents the detailed ridge regression results. Finally it shows three sets of graphs consisting k versus variance inflation factors, regression coefficients and standard errors of them.
Getting started
Browse package contents
Package details |
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| Author | Filiz Karadag [aut] (<https://orcid.org/0000-0002-0116-7772>), Hakan Savas Sazak [aut] (<https://orcid.org/0000-0001-6123-1214>), Olgun Aydin [cre] (<https://orcid.org/0000-0002-7090-0931>) |
| Maintainer | Olgun Aydin <olgun.aydin@pg.edu.pl> |
| License | GPL (>= 3) |
| Version | 0.1.1 |
| URL | https://github.com/filizkrdg/ridgregextra |
| Package repository | View on CRAN |
| Installation |
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