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RXshrink (version 1.0-6)

Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression

Description

Identify and display TRACEs for a specified shrinkage path and determine the extent of shrinkage most likely, under normal distribution theory, to produce an optimal reduction in MSE Risk in estimates of regression (beta) coefficients.

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Version

Install

install.packages('RXshrink')

Monthly Downloads

72

Version

1.0-6

License

GPL (>= 2)

Maintainer

Bob Obenchain

Last Published

October 1st, 2010

Functions in RXshrink (1.0-6)

RXshrink-package

Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression
longley2

Art Hoerl's update of the infamous Longley(1967) benchmark dataset
RXshrink-internal

Internal RXshrink functions
haldport

Portland Cement benchmark of Hald(1952)
RXtsimu

True Squared Error LOSS of Shrinkage for a Simulated Response Y-vector
plot.RXridge

Plot method for RXridge objects
plot.RXlarlso

Plot method for RXlarlso objects
RXtrisk

True MSE Risk of Shrinkage Resulting from Known Regression Parameters
plot.RXuclars

Plot method for RXuclars objects
RXridge

Maximum Likelihood Shrinkage in Regression
plot.RXtrisk

Plot method for RXtrisk objects
RXuclars

Maximum Likelihood Least Angle Regression on Uncorrelated X-Components
mpg

Hocking(1976) Miles Per Gallon benchmark dataset
RXlarlso

Maximum Likelihood Estimation of Effects in Least Angle Regression
plot.RXtsimu

Plot method for RXtsimu objects