rbridge (version 1.0)

Restricted Bridge Estimation

Description

Bridge Regression estimation with linear restrictions defined in Yuzbasi et al. (2019) . Special cases of this approach fit the restricted LASSO, restricted RIDGE and restricted Elastic Net estimators.

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Version

Install

install.packages('rbridge')

Monthly Downloads

475

Version

1.0

License

GPL-3

Maintainer

Bahadir Yuzbasi

Last Published

October 21st, 2019

Functions in rbridge (1.0)

predict.rbridge

Make predictions from a 'rbridge' object

predict.cv.rbridge

Make predictions from a 'cv.rbridge' object

predict.cv.bridge

Make predictions from a 'cv.bridge' object

rbridge

Fit a Restricted Bridge Estimation

plot.cv.bridge

Plot a 'cv.bridge' object function

predict.bridge

Make predictions from a 'bridge' object

cv.bridge

Cross-validation for bridge

bridge

Fit a Bridge Estimation

coef.cv.bridge

Extract coefficients from a 'cv.bridge' object

cv.rbridge

Cross-validation for rbridge

plot.cv.rbridge

Plot a 'cv.rbridge' object function

coef.cv.rbridge

Extract coefficients from a 'cv.rbridge' object

coef.rbridge

Extract coefficients from a 'rbridge' object

coef.bridge

Extract coefficients from a 'bridge' object