ridgereg: ridgereg

In Marbr987/bonus_lab: A package for linear regression models including ridge regression

Description

A function that performs a ridge regression based on QR decomposition

Usage

ridgereg(formula, data, lambda)

Arguments

formula	A formula stating the form of the regression
data	A dataframe to use for the regression
lambda	A numeric representing the lambda value for the ridge regression

Value

An object of class linreg containing regression coefficients, fitted values, residuals, degree-of-freedom, residual variance, variance of the regression coefficient, t-values and p-values

Source

http://staff.www.ltu.se/~jove/courses/c0002m/least_squares.pdf

http://pages.stat.wisc.edu/~larget/math496/qr.html

https://math.stackexchange.com/questions/299481/qr-factorization-for-ridge-regression

Marbr987/bonus_lab documentation built on Dec. 17, 2021, 2:19 a.m.