ridge: A ridge regression function

In wuyinfeistella/bis557: Linear model and the gradient descent

Description

A ridge regression that takes into account colinear (or nearly colinear) regression variables

Usage

ridge(X, Y, lambda)

Arguments

X	The predictors of the ridge regression model
Y	The response variable of the ridge regression model
lambda	The penalizing parameter

Value

The estimated coefficients for ridge regression and the penalizing parameter lambda

Examples

X = matrix(c(rep(1, 10), seq(2,20,2)+rnorm(10)), ncol=2)
y = c(seq(10,100,10)+rnorm(10))
ridge(X, y, lambda=0.01)

wuyinfeistella/bis557 documentation built on Jan. 1, 2021, 12:52 p.m.