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2011 Aug 06
0
ridge regression - covariance matrices of ridge coefficients
...bda, coef=coef, cov=cov, mse=mse, scales=Xscale) class(result) <- "ridge" result } # Test: > lambda <- c(0, 0.005, 0.01, 0.02, 0.04, 0.08) > lambdaf <- c("", ".005", ".01", ".02", ".04", ".08") > lridge <- ridge(longley.y, longley.X, lambda=lambda) > lridge$coef GNP Unemployed Armed.Forces Population Year GNP.deflator 0.000 -3.4471925 -1.827886 -0.6962102 -0.34419721 8.431972 0.15737965 0.005 -1.0424783 -1.491395 -0.6234680 -0.93558040 6.566532 -0.04175039 0.010...