RXshrink (1.0-8)
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 over 3 years ago.
4 previous versions
- RXshrink_1.0-7. Released over 5 years ago.
- RXshrink_1.0-6. Released almost 7 years ago.
- RXshrink_1.0-4. Released over 8 years ago.
- RXshrink_1.0-3. Released about 10 years ago.
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