ridge: Solve ridge regression problems

In JSzitas/ridges:

Solve ridge regression problems

Description

Solve ridge regression problems

Usage

ridge(
  y,
  X,
  lambda = 1e-08,
  family = c("gaussian", "poisson", "hurdle", "zero-inflated"),
  ...
)

Arguments

y	The target value - a vector of type numeric.
X	The design matrix - this will not be modified in any way.
lambda	The ridge penalty parameter - set to NULL to try to estimate.
family	Technically allows non-families (such as hurdle/zero-inflated options). Specifies the distribution of your target.
...	Additional parameters passed to solvers (currently not implemented).

Details

No choice of link functions or offsets is provided here - all links are canonical, all offsets can be provided within **X** (though whether this makes sense is left to the user to decide - we recommend **not** using this library if you want to use an offset.)

JSzitas/ridges documentation built on May 3, 2022, 12:03 a.m.