Package: RXshrink
Title: Maximum Likelihood Shrinkage using Generalized Ridge or Least
        Angle Regression Methods
Version: 1.7
Date: 2021-02-04
Author: Bob Obenchain 
Maintainer: Bob Obenchain <wizbob@att.net>
Depends: R (>= 3.5.0), lars, ellipse
Description: Functions are provided to calculate and display ridge TRACE diagnostics for a 
  wide variety of alternative shrinkage Paths. While all methods focus on Maximum Likelihood 
  estimation of unknown true effects under Normal-distribution theory, some estimates are 
  modified to be Unbiased or to have "Correct Range" when estimating either [1] the noncentrality 
  of the F-ratio for testing that true Beta coefficients are Zeros or [2] the "relative" MSE 
  Risk (i.e. MSE divided by true sigma-square, where the "relative" variance of OLS is known.) 
  The unr.ridge() function implements the "Unrestricted Path" introduced in Obenchain (2020) 
  <arXiv:2005.14291>. This "new" p-parameter Shrinkage-Path and that of eff.ridge() are both more
  efficient than the Paths used by qm.ridge(), aug.lars() and uc.lars(). Functions eff.aug() and
  eff.biv() augment the calculations made by eff.ridge() to provide plots of the bivariate
  confidence ellipses corresponding to any of the p*(p-1) possible pairs of shrunken regression
  coefficients. 
License: GPL-2
URL: https://www.R-project.org , http://localcontrolstatistics.org
NeedsCompilation: no
Packaged: 2021-02-01 06:03:42 UTC; bobo
Repository: CRAN
Date/Publication: 2021-02-04 14:00:02 UTC
