Linear Ridge Regression with Ridge Penalty and Ridge Statistics
Description
Linear ridge regression coefficient's estimation and testing with different ridge related measures such as MSE, R-squared etc.
REFERENCES
i. Hoerl and Kennard (1970)
ii. Halawa and El-Bassiouni (2000)
iii. Imdadullah, Aslam, and Saima (2017)
iv. Marquardt (1970) .