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]
All associated links for this package
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 21 Nov. 2024.
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
pkgdepends  
Package Dependency Resolution and Downloads
Find recursive dependencies of 'R' packages from various sources. Solve the dependencies to obtain ...
Download / Learn more Package Citations See dependency  
RcppHNSW  
'Rcpp' Bindings for 'hnswlib', a Library for Approximate Nearest Neighbors
'Hnswlib' is a C++ library for Approximate Nearest Neighbors. This package provides a minimal R int ...
Download / Learn more Package Citations See dependency  
SCBiclust  
Identifies Mean, Variance, and Hierarchically Clustered Biclusters
Identifies a bicluster, a submatrix of the data such that the features and observations within the s ...
Download / Learn more Package Citations See dependency  
kgschart  
KGS Rank Graph Parser
Restore underlining numeric data from rating history graph of KGS (an online platform of the game o ...
Download / Learn more Package Citations See dependency  
crossrun  
Joint Distribution of Number of Crossings and Longest Run
Joint distribution of number of crossings and the longest run in a series of independent Bernoulli ...
Download / Learn more Package Citations See dependency  

23,229

R Packages

199,929

Dependencies

62,984

Author Associations

23,230

Publication Badges

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