Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression


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Documentation for package ‘RXshrink’ version 1.1

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RXshrink-package Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression
haldport Portland Cement benchmark of Hald(1952)
longley2 Art Hoerl's update of the infamous Longley(1967) benchmark dataset
mpg Hocking(1976) Miles Per Gallon benchmark dataset
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
RXsigns Normal-theory Maximum Likelihood Estimation of Beta Coefficients with "Correct" Signs
RXtrisk True MSE Risk of Shrinkage Resulting from Known Regression Parameters
RXtsimu True Squared Error LOSS of Shrinkage for a Simulated Response Y-vector
RXuclars Maximum Likelihood Least Angle Regression on Uncorrelated X-Components