Package: RXshrink
Title: Maximum Likelihood Shrinkage using Generalized Ridge or Least
        Angle Regression Methods
Version: 1.4.1
Date: 2020-08-01
Author: Bob Obenchain 
Maintainer: Bob Obenchain <wizbob@att.net>
Depends: R (>= 3.5.0), lars
Description: Functions are provided to calculate and display ridge TRACE diagnostics for
  a variety of shrinkage Paths. TRACEs identify the m-Extent of shrinkage most likely,
  under Normal-theory, to produce optimally biased estimates of beta-coefficients with
  minimum MSE Risk. The unr.ridge() function implements the "Unrestricted Path"
  introduced in Obenchain (2020) <arXiv:2005.14291>. This Shrinkage-Path is more
  efficient than the Paths used by the qm.ridge(), aug.lars() and uc.lars() functions.
  Optimally biased predictions can be made using RXpredict() for all five types of
  RXshrink linear model TRACE diagnostics. 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
NeedsCompilation: no
Packaged: 2020-07-31 17:30:16 UTC; bobo
Repository: CRAN
Date/Publication: 2020-08-02 22:30:09 UTC
