RXshrink (1.1)
Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression.
https://www.R-project.org
http://localcontrolstatistics.org
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. Alternative estimates are also provided when ill-conditioned (nearly multicollinear) models yield OLS estimates with "wrong" numerical signs.
Maintainer:
Bob Obenchain
Author(s): Bob Obenchain
License: GPL
Uses: lars
Released 3 months ago.
6 previous versions
- RXshrink_1.0-9. Released 11 months ago.
- RXshrink_1.0-8. Released about 5 years ago.
- RXshrink_1.0-7. Released about 7 years ago.
- RXshrink_1.0-6. Released over 8 years ago.
- RXshrink_1.0-4. Released about 10 years ago.
- RXshrink_1.0-3. Released over 11 years ago.
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