genridge: Generalized ridge trace plots for ridge regression

The genridge package introduces generalizations of the standard univariate ridge trace plot used in ridge regression and related methods. These graphical methods show both bias (actually, shrinkage) and precision, by plotting the covariance ellipsoids of the estimated coefficients, rather than just the estimates themselves. 2D and 3D plotting methods are provided, both in the space of the predictor variables and in the transformed space of the PCA/SVD of the predictors.

Version: 0.6-3
Depends: R (≥ 2.11.1), car
Suggests: MASS, ElemStatLearn, rgl, bestglm
Published: 2012-02-08
Author: Michael Friendly
Maintainer: Michael Friendly <friendly at yorku.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS
CRAN checks: genridge results

Downloads:

Reference manual: genridge.pdf
Package source: genridge_0.6-3.tar.gz
OS X binary: genridge_0.6-3.tgz
Windows binary: genridge_0.6-3.zip
Old sources: genridge archive