Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression Methods


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Documentation for package ‘RXshrink’ version 1.3.2

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RXshrink-package Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression Methods
aug.lars Maximum Likelihood Estimation of Effects in Least Angle Regression
correct.signs Normal-Theory Maximum Likelihood Estimation of Beta Coefficients with "Correct" Signs
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.aug.lars Plot method for aug.lars objects
plot.qm.ridge Plot method for qm.ridge objects
plot.true.risk Plot method for true.risk objects
plot.true.simu Plot method for true.simu objects
plot.uc.lars Plot method for uc.lars objects
plot.unr.ridge Plot method for unr.ridge objects
qm.ridge Maximum Likelihood Shrinkage in Regression
true.risk True MSE Risk of Shrinkage Resulting from Known Regression Parameters
true.simu True Squared Error LOSS of Shrinkage for a Simulated Response Y-vector
uc.lars Maximum Likelihood Least Angle Regression on Uncorrelated X-Components
unr.ridge Unrestricted Maximum Likelihood Shrinkage using Linear-Spline Patterns