ridge_R: Ridge Regression Considering Collinearity

Description Usage Arguments Value Examples

View source: R/ridge_R.R

Description

This is a ridge regression function taking into account collinear or nearly collinear regression variables.

Usage

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ridge_R(X, Y, lambda = 0.01)

Arguments

X

a X model matrix created by function "model_matrices".

Y

a Y vector created by function "model_matrices".

lambda

a penalty parameter specified by the user (default=0.01).

Value

a list including the coefficient estimates.

Examples

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BillyTian/bis557 documentation built on Dec. 19, 2020, 7:30 a.m.