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ridgregextra  

Ridge Regression Parameter Estimation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ridgregextra", "0.1.1")



Attach the package and use:
library("ridgregextra")
Maintained by
Olgun Aydin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-03-16
Latest Update: 2023-11-25
Description:
It is a package that provides alternative approach for finding optimum parameters of ridge regression. This package focuses on finding the ridge parameter value k which makes the variance inflation factors closest to 1, while keeping them above 1 as addressed by Michael Kutner, Christopher Nachtsheim, John Neter, William Li (2004, ISBN:978-0073108742). Moreover, the package offers end-to-end functionality to find optimum k value and presents the detailed ridge regression results. Finally it shows three sets of graphs consisting k versus variance inflation factors, regression coefficients and standard errors of them.
How to cite:
Olgun Aydin (2023). ridgregextra: Ridge Regression Parameter Estimation. R package version 0.1.1, https://cran.r-project.org/web/packages/ridgregextra. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:51), 0.1.0 (2023-03-16 20:00)
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Other R packages that ridgregextra depends, imports, suggests or enhances
Complete documentation for ridgregextra
Functions, R codes and Examples using the ridgregextra R package
Some associated functions: ridge_reg . ridgereg_k . vif_k . 
Some associated R codes: ridge_reg.R . ridgereg_k.R . vif_k.R .  Full ridgregextra package functions and examples
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