Man pages for KenLi93/PPWLSE
Penalized Precision-Weighted Least Square Estimators
| cv_joint_shrinkage_est | Joint Cross-Validation |
| cv.lasso | LASSO using path algorithm, where an optimal tuning parameter... |
| cv_ridge_JS | Joint Cross-Validation of Ridge and James-Stein |
| cv.rlasso | rLASSO using path algorithm, where an optimal tuning... |
| iJS | Imroved James-Stein estimator under heterogeneity |
| iJSP | Improved James-Stein positive-part |
| iridge | Improved Ridge regressions |
| iridgep | Improved Ridge regression positive part |
| JS | James-Stein estimator for linear regression |
| lasso | LASSO using path algorithm |
| lasso_path | Obtain the trajectory of LSA-LASSO via path algorithm |
| make_folds | Given the sample size and the number of folds, make folds for... |
| PJS | Positive-Part James-Stein estimator for linear regression |
| ridge | Ridge Estimator |
| ridge_gcv | ridge regression using generalized cross-validation |
| rJS | Rotated James-Stein Estimator |
| rlasso | rLASSO using path algorithm |
| rridge | Rotated Ridge Estimator |
| scaledLS | Scaled OLS estimator |
