fastliu (version 1.0)

Fast Functions for Liu Regression with Regularization Parameter and Statistics

Description

Efficient computation of the Liu regression coefficient paths, Liu-related statistics and information criteria for a grid of the regularization parameter. The computations are based on the 'C++' library 'Armadillo' through the 'R' package 'Rcpp'.

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Version

Install

install.packages('fastliu')

Monthly Downloads

155

Version

1.0

License

GPL (>= 3)

Maintainer

Murat Genç

Last Published

February 5th, 2024

Functions in fastliu (1.0)

statliu

Liu Regression Statistics

pressliu

Predicted Residual Sum of Squares (PRESS)

Hitters

lamest

Computation of Liu Tuning Parameter

hatliu

Hat matrix of Liu Regression

liureg

Fit a Liu Regression Coefficients Path

diagHliu

Diagonal Elements of the Hat Matrix

coef.liureg

Extract coefficient estimates from a liureg object

fastliu-package

fastliu: Fast Functions for Liu Regression with Regularization Parameter and Statistics

covliu

Covariance matrix based on a fitted liureg object.

plot.liureg

Plot method for liureg objects

infoliu

Information Criteria for Liu Regression

print.statliu

Print Method for Liu Regression Statistics

print.liureg

Print method for liureg objects

predict.liureg

Predict method for liureg objects

summary.liureg

Summarizing Liu Regression Fit

residuals.liureg

Liu Regression Residuals