Package: g.ridge
Type: Package
Title: Generalized Ridge Regression for Linear Models
Version: 1.0
Authors@R: c(person("Takeshi", "Emura", role = c("aut", "cre"), email = "takeshiemura@gmail.com"),person("Szu-Peng", "Yang", role="ctb"))
Description: 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.
License: GPL-2
Encoding: UTF-8
RoxygenNote: 7.2.3
NeedsCompilation: no
Packaged: 2023-12-07 05:29:27 UTC; takes
Author: Takeshi Emura [aut, cre],
  Szu-Peng Yang [ctb]
Maintainer: Takeshi Emura <takeshiemura@gmail.com>
Repository: CRAN
Date/Publication: 2023-12-07 11:50:05 UTC
Built: R 4.6.0; ; 2026-04-25 19:06:52 UTC; unix
