Ridge Regression with Automatic Selection of the Penalty Parameter.

ridge: Ridge Regression with automatic selection of the penalty parameter

About

The ridge package offers linear and logistic ridge regression, especially for small data sets and genome-wide SNP data.

Support

If you found a bug or have suggestions, feel free to get in contact via steffen.moritz10 at gmail.com

Since I only have taken over this package (it was orphaned) - it might be that I can't help with all details.

Be aware, that therefore I also can not guarantee to 100% that everything works as expected.

Further information

Erika Cule published also a scientific paper about the method, which you can find here: https://onlinelibrary.wiley.com/doi/abs/10.1002/gepi.21750

Cule, Erika, and Maria De Iorio. "Ridge regression in prediction problems: automatic choice of the ridge parameter." Genetic epidemiology 37.7 (2013): 704-714.

Version

3.3

License

GPL-2