RXshrink: Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression

Identify and display TRACEs for a specified shrinkage path and determine the extent of shrinkage most likely, under normal distribution theory, to produce an optimal reduction in MSE Risk in estimates of regression (beta) coefficients.

Version: 1.0-8
Depends: R (≥ 1.8.0), lars
Published: 2014-01-14
Author: Bob Obenchain
Maintainer: Bob Obenchain <wizbob at att.net>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.r-project.org, http://members.iquest.net/~softrx
NeedsCompilation: no
In views: MachineLearning
CRAN checks: RXshrink results

Downloads:

Reference manual: RXshrink.pdf
Package source: RXshrink_1.0-8.tar.gz
Windows binaries: r-devel: RXshrink_1.0-8.zip, r-release: RXshrink_1.0-8.zip, r-oldrel: RXshrink_1.0-8.zip
OS X Snow Leopard binaries: r-release: RXshrink_1.0-8.tgz, r-oldrel: RXshrink_1.0-8.tgz
OS X Mavericks binaries: r-release: RXshrink_1.0-8.tgz
Old sources: RXshrink archive