r-styperidge-reg 0.1.0
Channel: guix-cran
Home page: https://github.com/filizkrdg/Styperidge.reg
Licenses: Expat
Build system: r
Synopsis: S-Type Ridge Regression
Description:
This package implements S-type ridge regression, a robust and multicollinearity-aware linear regression estimator that combines S-type robust weighting (via the Stype.est package) with ridge penalization; automatically selects the ridge parameter using the ridgregextra approach targeting a close to 1 variance inflation factor (VIF), and returns comprehensive outputs (coefficients, fitted values, residuals, mean squared error (MSE), etc.) with an easy x/y interface and optional user-supplied weights. See Sazak and Mutlu (2021) <doi:10.1080/03610918.2021.1928196>, Karadag et al. (2023) <https://CRAN.R-project.org/package=ridgregextra> and Sazak et al. (2025) <https://CRAN.R-project.org/package=Stype.est>.
Total packages: 1