RXtrisk
(Package: RXshrink) :
True MSE Risk of Shrinkage Resulting from Known Regression Parameters
By specifying numerical values for regression parameters (uncorrelated components and error sigma) that usually are unknown, these functions can calculate and display True MSE Risk statistics associated with shrinkage along a given Q-shaped path.
● Data Source:
CranContrib
● Keywords: hplot, regression
● Alias: RXtrisk
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1 images
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RXshrink-package
(Package: RXshrink) :
Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression
The functions in this package augment the basic calculations of Generalized Ridge and Least Angle Regression with important visualization tools. Specifically, they display TRACEs of normal-distribution-theory Maximum Likelihood estimates of the key quantities that completely characterize the effects of shrinkage on the MSE Risk of fitted coefficients.
● Data Source:
CranContrib
● Keywords: package
● Alias: RXshrink-package
●
3 images
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plot.RXlarlso
(Package: RXshrink) :
Plot method for RXlarlso objects
Plot trace displays for RXlarlso regression coefficients. The default is to display all five traces on one page with no legends.
● Data Source:
CranContrib
● Keywords: hplot, methods
● Alias: plot.RXlarlso
●
1 images
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plot.RXridge
(Package: RXshrink) :
Plot method for RXridge objects
Plot trace displays for RXridge shrinkage regression coefficients. The default is to display all five traces on one page with no legends.
● Data Source:
CranContrib
● Keywords: hplot, methods
● Alias: plot.RXridge
●
1 images
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These are internal functions for printing and calculating quantities such as additive K-factors and multiplicative Delta-Factors that determine a specified M extent-of-shrinkage. RXmstep() is called by RXridge(), RXtrisk() and RXtsimu().
● Data Source:
CranContrib
● Keywords: internal
● Alias: RXmstep, RXshrink-internal, print.RXlarlso, print.RXridge, print.RXtrisk, print.RXtsimu, print.RXuclars
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0 images
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RXlarlso
(Package: RXshrink) :
Maximum Likelihood Estimation of Effects in Least Angle Regression
Identify whether least angle regression estimates are generalized ridge shrinkage estimates and generate TRACE displays for estimates that do correspond to ridge shrinkage factors between 0.00 and 0.99.
● Data Source:
CranContrib
● Keywords: hplot, regression
● Alias: RXlarlso
●
1 images
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RXuclars
(Package: RXshrink) :
Maximum Likelihood Least Angle Regression on Uncorrelated X-Components
Apply least angle regression estimation to the uncorrelated components of a possibly ill-conditioned linear regression model and generate normal-theory maximum likelihood TRACE displays.
● Data Source:
CranContrib
● Keywords: hplot, regression
● Alias: RXuclars
●
1 images
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plot.RXuclars
(Package: RXshrink) :
Plot method for RXuclars objects
Plot trace displays for RXuclars regression coefficients. The default is to display all five traces on one page with no legends.
● Data Source:
CranContrib
● Keywords: hplot, methods
● Alias: plot.RXuclars
●
1 images
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RXridge
(Package: RXshrink) :
Maximum Likelihood Shrinkage in Regression
Identify and display TRACEs for the Q-shaped shrinkage path, including the M-extent of shrinkage along that path, that are most likely under normal distribution theory to yield optimal reducions in MSE Risk.
● Data Source:
CranContrib
● Keywords: hplot, regression
● Alias: RXridge
●
1 images
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plot.RXtsimu
(Package: RXshrink) :
Plot method for RXtsimu objects
Plot trace displays for RXtsimu simulated regression coefficients. The default is to display all three traces on one page with no legends.
● Data Source:
CranContrib
● Keywords: hplot, methods
● Alias: plot.RXtsimu
●
1 images
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