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: 1.0-9
Depends: lars
Published: 2018-04-09
Author: Bob Obenchain
Maintainer: Bob Obenchain <wizbob at att.net>
License: GPL-2 | GPL-3 [expanded from: GPL]
URL: https://www.R-project.org , http://localcontrolstatistics.org
NeedsCompilation: no
In views: MachineLearning
CRAN checks: RXshrink results

Downloads:

Reference manual: RXshrink.pdf
Package source: RXshrink_1.0-9.tar.gz
Windows binaries: r-devel: RXshrink_1.0-9.zip, r-release: RXshrink_1.0-9.zip, r-oldrel: RXshrink_1.0-9.zip
OS X binaries: r-release: RXshrink_1.0-9.tgz, r-oldrel: RXshrink_1.0-9.tgz
Old sources: RXshrink archive

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