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.
| Version: | 1.1 |
| Depends: | lars |
| Published: | 2018-11-07 |
| 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 |
| Reference manual: | RXshrink.pdf |
| Package source: | RXshrink_1.1.tar.gz |
| Windows binaries: | r-devel: RXshrink_1.1.zip, r-release: RXshrink_1.1.zip, r-oldrel: RXshrink_1.1.zip |
| OS X binaries: | r-release: RXshrink_1.1.tgz, r-oldrel: RXshrink_1.1.tgz |
| Old sources: | RXshrink archive |
Please use the canonical form https://CRAN.R-project.org/package=RXshrink to link to this page.