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:

Reference manual: MWRidge.pdf

Downloads:

Package source: MWRidge_1.0.0.tar.gz
Windows binaries: r-devel: MWRidge_1.0.0.zip, r-release: MWRidge_1.0.0.zip, r-oldrel: MWRidge_1.0.0.zip
macOS binaries: r-release (arm64): MWRidge_1.0.0.tgz, r-oldrel (arm64): MWRidge_1.0.0.tgz, r-release (x86_64): MWRidge_1.0.0.tgz, r-oldrel (x86_64): MWRidge_1.0.0.tgz

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