Description Usage Arguments Author(s) References
Fits ridge regression model using the correlation matrix. Supports estimation of multiple values of the regularisation coefficient (lambda).
1 | rxRidgeReg(formula, data, lambda, ...)
|
formula |
Model formula |
data |
Data frame or XDF |
lambda |
Regularisation coefficient. Can be a single value or a vector. |
... |
Passed to |
Derek McRae Norton
http://blog.revolutionanalytics.com/2014/03/extending-revoscaler-ridge-regression.html
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