friendly/genridge: Generalized Ridge Trace Plots for Ridge Regression

The genridge package introduces generalizations of the standard univariate ridge trace plot used in ridge regression and related methods. These graphical methods show both bias (actually, shrinkage) and precision, by plotting the covariance ellipsoids of the estimated coefficients, rather than just the estimates themselves. 2D and 3D plotting methods are provided, both in the space of the predictor variables and in the transformed space of the PCA/SVD of the predictors.

Getting started

Package details

AuthorMichael Friendly [aut, cre]
MaintainerMichael Friendly <[email protected]>
LicenseGPL (>= 2)
Version0.6-6
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("friendly/genridge")
friendly/genridge documentation built on May 21, 2019, 3:03 a.m.