g.ridge: Generalized Ridge Regression for Linear Models

Ridge regression due to Hoerl and Kennard (1970)<doi:10.1080/00401706.1970.10488634> and generalized ridge regression due to Yang and Emura (2017)<doi:10.1080/03610918.2016.1193195> with optimized tuning parameters. These ridge regression estimators (the HK estimator and the YE estimator) are computed by minimizing the cross-validated mean squared errors. Both the ridge and generalized ridge estimators are applicable for high-dimensional regressors (p>n), where p is the number of regressors, and n is the sample size.

Version:	1.0
Published:	2023-12-07
Author:	Takeshi Emura [aut, cre], Szu-Peng Yang [ctb]
Maintainer:	Takeshi Emura <takeshiemura at gmail.com>
License:	GPL-2
NeedsCompilation:	no
CRAN checks:	g.ridge results

Documentation:

Reference manual:

g.ridge.pdf

Downloads:

Package source:	g.ridge_1.0.tar.gz
Windows binaries:	r-devel: g.ridge_1.0.zip, r-release: g.ridge_1.0.zip, r-oldrel: g.ridge_1.0.zip
macOS binaries:	r-release (arm64): g.ridge_1.0.tgz, r-oldrel (arm64): g.ridge_1.0.tgz, r-release (x86_64): g.ridge_1.0.tgz, r-oldrel (x86_64): g.ridge_1.0.tgz

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