Maximum Likelihood Shrinkage via Ridge or Least Angle Regression


[Package List] [Top]

Documentation for package `RXshrink' version 1.0-3

Help Pages

haldport Portland Cement benchmark of Hald(1952).
longley2 Art Hoerl's update of the infamous Longley(1967) benchmark data for defining ill-conditioned linear regression models.
mpg Hocking(1976) Miles Per Gallon benchmark.
plot.RXlarlso Plot method for RXlarlso objects
plot.RXridge Plot method for RXridge objects
plot.RXtrisk Plot method for RXtrisk objects
plot.RXtsimu Plot method for RXtsimu objects
plot.RXuclars Plot method for RXuclars objects
RXlarlso Maximum Likelihood Estimation of Effects in Least Angle Regression
RXridge Maximum Likelihood Shrinkage in Regression
RXtrisk True MSE Risk of Shrinkage Resulting from Known Regression Parameters
RXtsimu True Squared Error LOSS of Shrinkage for a Simulated Response Y-vector Generated using Specified Numerical Values for Regression Parameters
RXuclars Maximum Likelihood Least Angle Regression on Uncorrelated X-Components