Package: RXshrink
Title: Maximum Likelihood Shrinkage using Generalized Ridge or Least
        Angle Regression Methods
Version: 1.4
Date: 2020-06-30
Author: Bob Obenchain 
Maintainer: Bob Obenchain <wizbob@att.net>
Depends: R (>= 3.5.0), lars
Description: Functions are provided to calculate and display ridge TRACEs for various
  shrinkage Paths. They determine the m-Extent of shrinkage most likely, under
  Normal-theory, to produce optimally biased estimates of regression beta-coefficients
  with minimum MSE Risk. The new unr.ridge() function implements the "Unrestricted
  Path" introduced in "Ridge TRACE Diagnostics" <arXiv:2005.14291>. This Path appears
  more efficient than the Paths used by the qm.ridge(), aug.lars() and uc.lars()
  functions. In-Sample predictions can be made using RXpredict() for all five types of
  RXshrink linear model TRACE diagnostics. New functions MLboot(), MLcalc(), MLhist()
  and MLtrue() provide insights into the true bias and MSE risk characteristics of
  non-linear Shrinkage estimators. The correct.signs() function provides estimates
  with "correct" numerical signs when ill-conditioned (nearly multicollinear) models
  yield OLS estimates that disagree with the signs of the observed correlations
  between the y-outcome and the selected x-predictor variables.
License: GPL-2
URL: https://www.R-project.org , http://localcontrolstatistics.org ,
        http://arxiv.org/abs/2005.14291
NeedsCompilation: no
Packaged: 2020-06-26 19:13:48 UTC; bobo
Repository: CRAN
Date/Publication: 2020-06-26 19:40:08 UTC
