RXshrink (1.0-8)

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Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression.

http://www.r-project.org
http://members.iquest.net/~softrx
http://cran.r-project.org/web/packages/RXshrink

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.

Maintainer: Bob Obenchain
Author(s): Bob Obenchain <wizbob@att.net>

License: GPL (>= 2)

Uses: lars

Released 7 months ago.


4 previous versions

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