inst/examples/R/data/linreg/linreg_model_selection/ridge_regression.R
In sigbertklinke/shinyExample: Create and run simple (interactive) programs as Shiny apps
library("MASS")
pdf("ridge_regression.pdf", width=10, height=6)
par(mfrow=c(1,2))
lmr <- lm.ridge(GNP.deflator ~ ., longley, lambda = seq(0,0.05,0.0001))
plot(lmr)
title("Ridge traces")
plot(lmr$lambda, lmr$GCV, type="l", xlab=expression(lambda), ylab="Mean squared error", main="Generalized crossvalidation")
abline(v=lmr$lambda[which.min(lmr$GCV)], col="red")
dev.off()
sigbertklinke/shinyExample documentation built on May 26, 2019, 4:32 a.m.
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library("MASS")
pdf("ridge_regression.pdf", width=10, height=6)
par(mfrow=c(1,2))
lmr <- lm.ridge(GNP.deflator ~ ., longley, lambda = seq(0,0.05,0.0001))
plot(lmr)
title("Ridge traces")
plot(lmr$lambda, lmr$GCV, type="l", xlab=expression(lambda), ylab="Mean squared error", main="Generalized crossvalidation")
abline(v=lmr$lambda[which.min(lmr$GCV)], col="red")
dev.off()
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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