CRAN/E | GGRidge

GGRidge

Graphical Group Ridge

Installation

About

The Graphical Group Ridge 'GGRidge' package package classifies ridge regression predictors in disjoint groups of conditionally correlated variables and derives different penalties (shrinkage parameters) for these groups of predictors. It combines the ridge regression method with the graphical model for high-dimensional data (i.e. the number of predictors exceeds the number of cases) or ill-conditioned data (e.g. in the presence of multicollinearity among predictors). The package reduces the mean square errors and the extent of over-shrinking of predictors as compared to the ridge method.Aldahmani, S. and Zoubeidi, T. (2020) doi:10.1080/00949655.2020.1803320.

Key Metrics

Version 1.1.0
Published 2023-10-06 175 days ago
Needs compilation? no
License GPL-2
CRAN checks GGRidge results

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Maintainer

Maintainer

Saeed Aldahmani

saldahmani@uaeu.ac.ae

Authors

Saeed Aldahmani

aut / cre / cph

Taoufik Zoubeidi

ths

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

GGRidge archive

Imports

gRbase
CVglasso
MASS