MWRidge: Two Stage Moving-Window Ridge Method for Prediction and
Estimation
A two stage moving-window Ridge method for coefficients estimation and model prediction. In the first stage, moving-window penalty and L1 penalty are applied. In the second stage, ridge regression is applied.
Version: |
1.0.0 |
Imports: |
glmnet |
Published: |
2016-12-17 |
Author: |
Minli Bao |
Maintainer: |
Minli Bao <minli-bao at uiowa.edu> |
License: |
GPL-2 | GPL-3 [expanded from: GPL] |
NeedsCompilation: |
no |
CRAN checks: |
MWRidge results |
Documentation:
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