| Name : R-RXshrink
| |
| Version : 2.3
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.1.5
| Date : 2024-06-14 11:25:21
|
| Group : Development/Libraries/Other
| Source RPM : R-RXshrink-2.3-lp153.1.5.src.rpm
|
| Size : 0.29 MB
| |
| Packager : (none)
| |
| Summary : Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression
|
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) < Open Statistics>. 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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
