RXshrink-package(RXshrink)
RXshrink-package()所属R语言包:RXshrink
Maximum Likelihood Shrinkage via Generalized Ridge or Least Angle Regression
通过的广义岭,最小角度回归的最大似然收缩
译者:生物统计家园网 机器人LoveR
描述----------Description----------
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.
此程序包中增加功能的基本计算广义岭和最小角度回归具有重要的可视化工具。具体来说,他们显示正常分配理论的最大似然估计的痕迹刻画的关键量的收缩效应对的MSE风险的拟合系数。
Details
详细信息----------Details----------
Package:
包装方式:
</td><td align="left"> RXshrink
</ TD> <TD ALIGN="LEFT"> RXshrink
Type:
类型:
</td><td align="left"> Package
</ TD> <TD ALIGN="LEFT">包装
Version:
版本:
</td><td align="left"> 1.0-7
</ TD> <TD ALIGN="LEFT"> 1.0-7
Date:
日期:
</td><td align="left"> 2011-12-24
</ TD> <TD ALIGN="LEFT"> 2011-12-24
License:
许可:
</td><td align="left"> GNU GENERAL PUBLIC LICENSE, Version 2, June 1991
</ TD> <TD ALIGN="LEFT"> GNU通用公共许可证第2版,1991年6月
RXridge() calculates and displays 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.
RXridge()计算并显示的Q型收缩路径的痕迹,其中包括M-程度的收缩沿着这条道路,是最有可能根据正态分布理论,以产生最佳的reducions在MSE风险。
When regression parameters have specified, KNOWN numerical values, RXtrisk() calculates and displays the corresponding True MSE Risk profiles and RXtsimu() first simulates Y-outcome data then calculates true Squared Error Losss associated with Q-shape shrinkage.
当回归参数所指定的,已知的数值中,RXtrisk()计算并显示相应的真正的MSE风险状况和RXtsimu()模拟Y型结果的数据,然后与Q-型收缩计算真正的平方错误Losss的,。
RXlarlso() calls the Efron/Hastie lars() R-function to perform Least Angle Regression then augments these calculations with Maximum Likelihood TRACE displays like those of RXridge().
RXlarlso()调用:埃弗龙/黑斯蒂的拉尔斯·()R-函数来执行最小角度回归,然后扩充这些计算最大似然跟踪显示那些的RXridge()。
RXuclars() applies Least Angle Regression to the uncorrelated components of a possibly ill-conditioned set of X-variables using a closed-form expression for the lars/lasso shrinkage delta factors that exits in this special case.
RXuclars()适用于最小角度回归的可能是病态的一套X-变量的不相关的组件采用封闭形式表达拉斯/套索收缩的增量因素,在这种特殊情况下退出。
(作者)----------Author(s)----------
Bob Obenchain <wizbob@att.net>
参考文献----------References----------
Ann. Statis. 32, 407-499.
J. Roy. Stat. Soc. B 36, 284-291. (2-parameter shrinkage family.)
Shrinkage Regression: ridge, BLUP, Bayes, spline and Stein. Electronic book-in-progress (200+ pages.) http://members.iquest.net/~softrx/.
实例----------Examples----------
demo(longley2)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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