ridgregextra: Ridge Regression Parameter Estimation
It is a package that provides alternative approach for finding optimum parameters of ridge regression. This package focuses on finding the ridge parameter value k which makes the variance inflation factors closest to 1, while keeping them above 1 as addressed by Michael Kutner, Christopher Nachtsheim, John Neter, William Li (2004, ISBN:978-0073108742). Moreover, the package offers end-to-end functionality to find optimum k value and presents the detailed ridge regression results. Finally it shows three sets of graphs consisting k versus variance inflation factors, regression coefficients and standard errors of them.
| Version: | 0.1.1 |
| Depends: | R (≥ 4.0.0), plotly (≥ 4.9.0), isdals (≥ 3.0.0), mctest (≥ 1.3.0), stats (≥ 4.0.0), graphics (≥ 4.0.0) |
| Published: | 2023-11-25 |
| Author: | Filiz Karadag 
[aut],
Hakan Savas Sazak
[aut],
Olgun Aydin [cre] |
| Maintainer: | Olgun Aydin <olgun.aydin at pg.edu.pl> |
| BugReports: | https://github.com/filizkrdg/ridgregextra/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/filizkrdg/ridgregextra |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | ridgregextra results |
Documentation:
| Reference manual: | ridgregextra.pdf |
Downloads:
| Package source: | ridgregextra_0.1.1.tar.gz |
| Windows binaries: | r-devel: ridgregextra_0.1.1.zip, r-release: ridgregextra_0.1.1.zip, r-oldrel: ridgregextra_0.1.1.zip |
| macOS binaries: | r-release (arm64): ridgregextra_0.1.1.tgz, r-oldrel (arm64): ridgregextra_0.1.1.tgz, r-release (x86_64): ridgregextra_0.1.1.tgz, r-oldrel (x86_64): ridgregextra_0.1.0.tgz |
| Old sources: | ridgregextra archive |
Linking:
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