## Portland cement data set is used.
data(pcd)
k<-0.05
r<-c(2.1930,1.1533,0.75850)
R<-c(1,0,0,0,0,1,0,0,0,0,1,0)
dpn<-c(0.0439,0.0029,0.0325)
delt<-c(0,0,0)
rrre(Y~X1+X2+X3+X4-1,r,R,dpn,delt,k,data=pcd)
# Model without the intercept is considered.
## To obtain variation of MSE of Restricted Ridge Regression Estimator.
data(pcd)
k<-c(0:10/10)
r<-c(2.1930,1.1533,0.75850)
R<-c(1,0,0,0,0,1,0,0,0,0,1,0)
dpn<-c(0.0439,0.0029,0.0325)
delt<-c(0,0,0)
plot(rrre(Y~X1+X2+X3+X4-1,r,R,dpn,delt,k,data=pcd),
main=c("Plot of MSE of Restricted Ridge Regression Estimator"),
type="b",cex.lab=0.6,adj=1,cex.axis=0.6,cex.main=1,las=1,lty=3,cex=0.6)
mseval<-data.frame(rrre(Y~X1+X2+X3+X4-1,r,R,dpn,delt,k,data=pcd))
smse<-mseval[order(mseval[,2]),]
points(smse[1,],pch=16,cex=0.6)
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