my_ridge: Fitting a linear model using ridge regression

Description Usage Arguments Value Examples

View source: R/my_ridge.R

Description

Fitting a linear model using ridge regression

Usage

1
my_ridge(form, d, lambda, tol = 1e-08)

Arguments

form

A formula specifying the model.

d

A dataframe.

lambda

The tuning parameter for the ridge penalty term

tol

Tolerance for the condition number to truncate colinear variables

Value

A list with fitted coefficients, regression data X,Y and tolerance

Examples

1
my_ridge(Sepal.Length~.,iris,lambda=0.01,tol=1e-8)

siqiangsu/bis557 documentation built on Dec. 21, 2020, 2:15 a.m.