rxRidgeReg: Fits ridge regression model.

Description Usage Arguments Author(s) References

Description

Fits ridge regression model using the correlation matrix. Supports estimation of multiple values of the regularisation coefficient (lambda).

Usage

1

Arguments

formula

Model formula

data

Data frame or XDF

lambda

Regularisation coefficient. Can be a single value or a vector.

...

Passed to rxCovCor

Author(s)

Derek McRae Norton

References

http://blog.revolutionanalytics.com/2014/03/extending-revoscaler-ridge-regression.html


RevoEnhancements/RevoEnhancements documentation built on May 9, 2019, 9:46 a.m.