ridgregextra: Ridge Regression Parameter Estimation

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.

Version: 0.1.0
Depends: R (≥ 4.0.0), plotly (≥ 4.9.0), isdals (≥ 3.0.0), mctest (≥ 1.3.0), stats (≥ 4.0.0), graphics (≥ 4.0.0)
Published: 2023-03-16
Author: Filiz Karadag ORCID iD [aut], Hakan Savas Sazak ORCID iD [aut], Olgun Aydin ORCID iD [cre]
Maintainer: Olgun Aydin <olgun.aydin at pg.edu.pl>
BugReports: https://github.com/filizkrdg/ridgregextra/issues
License: GPL (≥ 3)
URL: https://github.com/filizkrdg/ridgregextra
NeedsCompilation: no
Materials: README
CRAN checks: ridgregextra results


Reference manual: ridgregextra.pdf


Package source: ridgregextra_0.1.0.tar.gz
Windows binaries: r-devel: ridgregextra_0.1.0.zip, r-release: ridgregextra_0.1.0.zip, r-oldrel: ridgregextra_0.1.0.zip
macOS binaries: r-release (arm64): ridgregextra_0.1.0.tgz, r-oldrel (arm64): ridgregextra_0.1.0.tgz, r-release (x86_64): ridgregextra_0.1.0.tgz, r-oldrel (x86_64): ridgregextra_0.1.0.tgz


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