Other packages > Find by keyword >

RXshrink  

Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression
View on CRAN: Click here


Download and install RXshrink package within the R console
Install from CRAN:
install.packages("RXshrink")

Install from Github:
library("remotes")
install_github("cran/RXshrink")

Install by package version:
library("remotes")
install_version("RXshrink", "2.3")



Attach the package and use:
library("RXshrink")
Maintained by
Bob Obenchain
[Scholar Profile | Author Map]
First Published: 2005-10-16
Latest Update: 2023-08-07
Description:
Functions are provided to calculate and display ridge TRACE Diagnostics for a variety of alternative Shrinkage Paths. While all methods focus on Maximum Likelihood estimation of unknown true effects under normal distribution-theory, some estimates are modified to be Unbiased or to have "Correct Range" when estimating either [1] the noncentrality of the F-ratio for testing that true Beta coefficients are Zeros or [2] the "relative" MSE Risk (i.e. MSE divided by true sigma-square, where the "relative" variance of OLS is known.) The eff.ridge() function implements the "Efficient Shrinkage Path" introduced in Obenchain (2022) . This "p-Parameter" Shrinkage-Path always passes through the vector of regression coefficient estimates Most-Likely to achieve the overall Optimal Variance-Bias Trade-Off and is the shortest Path with this property. Functions eff.aug() and eff.biv() augment the calculations made by eff.ridge() to provide plots of the bivariate confidence ellipses corresponding to any of the p*(p-1) possible ordered pairs of shrunken regression coefficients. Functions for plotting TRACE Diagnostics now have more options.
How to cite:
Bob Obenchain (2005). RXshrink: Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression. R package version 2.3, https://cran.r-project.org/web/packages/RXshrink. Accessed 26 Mar. 2025.
Previous versions and publish date:
1.0-1 (2005-10-16 21:11), 1.0-2 (2005-10-20 10:51), 1.0-3 (2007-07-18 11:30), 1.0-4 (2009-02-15 10:26), 1.0-5 (2010-09-21 10:14), 1.0-6 (2010-10-01 10:23), 1.0-7 (2011-12-27 11:05), 1.0-8 (2014-01-14 07:14), 1.0-9 (2018-04-09 05:04), 1.1 (2018-11-07 01:00), 1.3.1 (2020-01-23 14:10), 1.3.2 (2020-03-16 22:20), 1.3.3 (2020-04-26 09:10), 1.3 (2019-12-09 17:50), 1.4.1 (2020-08-03 00:30), 1.4.2 (2020-09-01 17:20), 1.4.3 (2020-11-01 14:30), 1.4 (2020-06-26 21:40), 1.5 (2020-12-16 06:30), 1.6 (2021-01-11 00:30), 1.7 (2021-02-04 15:00), 2.0 (2021-04-02 08:50), 2.1 (2022-04-06 22:22), 2.2 (2022-09-07 21:30)
Other packages that cited RXshrink R package
View RXshrink citation profile
Other R packages that RXshrink depends, imports, suggests or enhances
Complete documentation for RXshrink
Functions, R codes and Examples using the RXshrink R package
Some associated functions: MLboot . MLcalc . MLhist . MLtrue . RXpredict . RXshrink-package . YonX . aug.lars . correct.signs . eff.aug . eff.biv . eff.ridge . haldport . internal . longley2 . meff . mpg . plot.RXpredict . plot.YonX . plot.aug.lars . plot.eff.biv . plot.eff.ridge . plot.qm.ridge . plot.uc.lars . qm.ridge . tycobb . uc.lars . 
Some associated R codes: MLfuns.R . RXpredict.R . YonX.R . aug.lars.R . correct.signs.R . eff.aug.R . eff.ridge.R . internal.R . qm.ridge.R . uc.lars.R .  Full RXshrink package functions and examples
Downloads during the last 30 days
02/2402/2502/2602/2702/2803/0103/0203/0303/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/25Downloads for RXshrink051015202530354045505560TrendBars

Today's Hot Picks in Authors and Packages

fPortfolio  
Rmetrics - Portfolio Selection and Optimization
A collection of functions to optimize portfolios and to analyze them from different points of view. ...
Download / Learn more Package Citations See dependency  
sAIC  
Akaike Information Criterion for Sparse Estimation
Computes the Akaike information criterion for the generalized linear models (logistic regression, Po ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
photobiologyPlants  
Plant Photobiology Related Functions and Data
Provides functions for quantifying visible (VIS) and ultraviolet (UV) radiation in relation to the ...
Download / Learn more Package Citations See dependency  
MGL  
Module Graphical Lasso
An aggressive dimensionality reduction and network estimationtechnique for a high-dimensiona ...
Download / Learn more Package Citations See dependency  
provenance  
Statistical Toolbox for Sedimentary Provenance Analysis
Bundles a number of established statistical methods to facilitate the visual interpretation of large ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA