Maximum Likelihood Shrinkage using Generalized Ridge or Least Angle Regression

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Documentation for package ‘RXshrink’ version 2.2

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RXshrink-package Maximum Likelihood (ML) Shrinkage using Generalized Ridge or Least Angle Regression
aug.lars Maximum Likelihood Estimation of Effects in Least Angle Regression
correct.signs Normal-Theory Maximum Likelihood Estimation of Beta Coefficients with "Correct" Signs
eff.aug Augment calculations performed by eff.ridge() to prepare for display of eliptical confidence regions for pairs of biased coefficient estimates using plot.eff.biv()
eff.biv Specify pairs of GRR Coefficient Estimates for display in Bivariate Confidence Regions
eff.ridge Efficient Maximum Likelihood (ML) Shrinkage via the Shortest Piecewise Linear-Spline PATH
haldport Portland Cement data of Hald(1952)
longley2 Art Hoerl's update of the infamous Longley(1967) benchmark dataset
meff m-Extents of Shrinkage used in eff.ridge() Calculations.
MLboot Calculate Bootstrap distribution of Unrestricted Maximum Likelihood (ML) point-estimates for a Linear Model.
MLcalc Calculate Efficient Maximum Likelihood (ML) point-estimates for a Linear Model that are either Unbiased (OLS) or Most Likely to be Optimally Biased under Normal-distribution theory.
MLhist Plot method for MLboot objects
MLtrue Simulate data for Linear Models with known Parameter values and Normal Errors
mpg Hocking(1976) Miles Per Gallon data: a Multiple Regression Benchmark
plot.aug.lars Plot method for aug.lars objects
plot.eff.biv Plot method for eff.biv objects
plot.eff.ridge Plot method for eff.ridge objects
plot.qm.ridge Plot method for qm.ridge objects
plot.RXpredict Plot method for RXpredict objects
plot.uc.lars Plot method for uc.lars objects
plot.YonX Plot method for YonX objects
qm.ridge Restricted (2-parameter) Maximum Likelihood Shrinkage in Regression
RXpredict Predictions from Models fit using RXshrink Generalized Ridge Estimation Methods.
tycobb Ty Cobb batting statistics for 1905-1928 with Carl Morris' 2-piece Spline term.
uc.lars Maximum Likelihood Least Angle Regression on Uncorrelated X-Components
YonX Maximum Likelihood (ML) Shrinkage in Simple Linear Regression