simple.ridge {ElemStatLearn} | R Documentation

## Simple Ridge Regression

### Description

Function to do simple ridge regression.

### Usage

       simple.ridge(x, y, lambda = 1, df, ...)

### Arguments

`x` | predictor matrix, NA's not allowed. Should not include a column of 1's.
`y` | response matrix, NA's not allowed
`lambda` | vector of ridge coefficients
`df` | vector of target degrees of freedom. lambda is calculated from these.
`...` | Presently not used

### Details

Pricipal advantage with this compared to other implemantations of ridge regression in R is that we can do the calculations for multiple degrees of freedom at once. Ridging is not applied to the intercept.

### Value

List with components:

`beta0` | intercept
`beta` | matrix of coefficients. One column for each lambda
`lambda` |
`df` | df used

### Author(s)

Kjetil B. Halvorsen

### Examples

    # See examples for this-is-escaped-codenormal-bracket29bracket-normal.

[Package ElemStatLearn version 0.1-4 Index]