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lmridge (version 1.2.2)

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) .

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Version

Install

install.packages('lmridge')

Monthly Downloads

534

Version

1.2.2

License

GPL (>= 2.0)

Maintainer

Muhammad Imdadullah

Last Published

January 15th, 2023

Functions in lmridge (1.2.2)

lmridge

Linear Ridge Regression
lmridge-package

Linear Ridge Regression
cv.plot

Ridge CV and GCV Plot
rstats1.lmridge

Ordinary Ridge Regression Statistics 1
residuals.lmridge

Ridge Regression Residuals
press.lmridge

Predicted Residual Sum of Squares
predict.lmridge

Predict method for Linear Ridge Model Fits
vcov.lmridge

Variance-Covariance Matrix for Fitted Ridge Model
summary.lmridge

Summarizing Linear Ridge Regression Fits
vif.lmridge

Variance Inflation Fator for Linear Ridge Regression
plot.lmridge

VIF and Ridge Trace Plot
rstats2.lmridge

Ordinary Ridge Regression Statistics 2
rplots.plot

Miscellaneous Ridge Plots
hatr.lmridge

Ridge Regression: Hat Matrix
infocr.lmridge

Model Selection Criteria for Ridge Regression
isrm.plot

ISRM and m-scale Plot
info.plot

Model Selection Criteria Plots
Hald

Portland Cement benchmark of Hald(1952)
kest.lmridge

Computation of Ridge Biasing Parameter \(K\)
bias.plot

Bias Variance and MSE Trade-off Plot