Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression Methods


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Documentation for package ‘RXshrink’ version 1.4.1

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RXshrink-package Maximum Likelihood (ML) 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)
kofm k-Multipliers and delta-Factors for unr.ridge() Shrinkage.
longley2 Art Hoerl's update of the infamous Longley(1967) benchmark dataset
MLboot Calculate Bootstrap distribution of Unrestricted Maximum Likelihood (ML) point-estimates for a Linear Model.
MLcalc Calculate Unrestricted Maximum Likelihood (ML) point-estimates for a Linear Model that are either Unbiased (OLS) or Optimally Biased under Normal-distribution theory.
MLhist Plot method for MLboot objects
MLtrue Simulate data for Linear Models with known Parameter values and Normal Errors
mofk m-Extents of Shrinkage used in unr.ridge() Calculations.
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.RXpredict Plot method for RXpredict 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
RXpredict Predictions from Models Fit using RXshrink Generalized Ridge Estimation Methods.
tycobb Ty Cobb batting statistics for 1905-1928 with Carl Morris' 2-piece Spline term.
uc.lars Maximum Likelihood Least Angle Regression on Uncorrelated X-Components
unr.ridge Unrestricted Maximum Likelihood (ML) Shrinkage using a Linear-Spline PATH