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Ridge regression due to Hoerl and Kennard (1970)<doi:10.1080/00401706.1970.10488634> and generalized ridge regression due to Yang and Emura (2017)<doi:10.1080/03610918.2016.1193195> with optimized tuning parameters. These ridge regression estimators (the HK estimator and the YE estimator) are computed by minimizing the cross-validated mean squared errors. Both the ridge and generalized ridge estimators are applicable for high-dimensional regressors (p>n), where p is the number of regressors, and n is the sample size.
| Version: | 1.0 |
| Published: | 2023-12-07 |
| Author: | Takeshi Emura [aut, cre], Szu-Peng Yang [ctb] |
| Maintainer: | Takeshi Emura <takeshiemura at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | g.ridge results |
| Reference manual: | g.ridge.pdf |
| Package source: | g.ridge_1.0.tar.gz |
| Windows binaries: | r-devel: g.ridge_1.0.zip, r-release: g.ridge_1.0.zip, r-oldrel: g.ridge_1.0.zip |
| macOS binaries: | r-release (arm64): g.ridge_1.0.tgz, r-oldrel (arm64): g.ridge_1.0.tgz, r-release (x86_64): g.ridge_1.0.tgz, r-oldrel (x86_64): g.ridge_1.0.tgz |
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These binaries (installable software) and packages are in development.
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