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ridgregextra

An R package for ridge regression parameter estimation

https://github.com/filizkrdg/ridgregextra

Science Score: 13.0%

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Last synced: 10 months ago · JSON representation

Repository

An R package for ridge regression parameter estimation

Basic Info
  • Host: GitHub
  • Owner: filizkrdg
  • License: gpl-3.0
  • Language: R
  • Default Branch: main
  • Homepage:
  • Size: 192 KB
Statistics
  • Stars: 1
  • Watchers: 2
  • Forks: 1
  • Open Issues: 0
  • Releases: 2
Created about 4 years ago · Last pushed over 1 year ago
Metadata Files
Readme License

README.md

CRAN\_Status\_Badge

ridgregextra: An R package for ridge regression parameter estimation

ridgregextra focuses on finding the ridge parameter value k which makes the VIF values closest to 1 while keeping them above 1 as stressed "Applied Linear Statistical Models" (Kutner et al., 2004). The package includes the ridgereg_k function, presents a system that automatically determines the k value in a certain range defined by the user and provides detailed ridge regression results. ridgereg_k also provides ridge regression tables (VIF, MSE, R2, Beta, Stdbeta) using vif_k function for k ridge parameter values generated between certain lower and upper bound values.

In addition, the ridge_reg function provides users the ridge regression results for a manually entered k value. Finally ridgregextra provides three sets of graphs consisting k versus VIF values, regression coefficents and standard errors of them.

ridgregextra was presented for the first time in "Why R? Turkey 2022" conference.

Installing ridgregextra from CRAN

install.packages("ridgregextra")

Installing ridgregextra development version

Please make sure that you installed devtools package.

If you would like to install dev version of the package, please use following command.

devtools::install_github(filizkrdg/ridgregextra)

Example usage of the package.

You can use isdals package to have example data to test ridgregextra package. isdals package is being installed, while you are installing ridgregextra package, so you don't have to install the package again.

  • Prepare the dataset

library(isdals) data(bodyfat) x=bodyfat[,-1] y=bodyfat[,1]

  • Run ridgereg_k function to get coefficients by using alternative approach to traditional ridge regression techniques.

``` ridgereg_k(x,y,0,1)

```

You can use mctest package to have example data to test ridgregextra package. mctest package is being installed, while you are installing ridgregextra package, so you don't have to install the package again.

  • Prepare the dataset

library("mctest") x=Hald[,-1] y=Hald[,1]

  • Run ridgereg_k function to get coefficients by using alternative approach to traditional ridge regression techniques.

ridgereg_k(x,y,0,1)

References

  • Kutner, M.H., Nachtsheim, C.J., Neter, J., Li, W., Applied Linear Statistical Models, pp.430-440, 2004.
  • Karadağ, F. and Sazak, H.S., “R Algorithm for Ridge Parameter Estimation in Ridge Regression” Why R? Turkey 2022 Conference, online, Verbal, Summary Text, p.13, 2022. (https://www.nobelyayin.com/why-r-turkiye-2022-konferansi-18447.html)

Contact

For any questions please contact:

  • Filiz Karadag, filiz.karadag@ege.edu.tr
  • Hakan Savas Sazak, hakan.savas.sazak@ege.edu.tr
  • Olgun Aydin, olgun.aydin@pg.edu.pl

Owner

  • Name: Filiz Karadağ
  • Login: filizkrdg
  • Kind: user

GitHub Events

Total
  • Push event: 6
Last Year
  • Push event: 6

Issues and Pull Requests

Last synced: 11 months ago

All Time
  • Total issues: 3
  • Total pull requests: 20
  • Average time to close issues: 3 months
  • Average time to close pull requests: about 12 hours
  • Total issue authors: 1
  • Total pull request authors: 2
  • Average comments per issue: 0.67
  • Average comments per pull request: 0.0
  • Merged pull requests: 19
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 0
  • Pull requests: 0
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Issue authors: 0
  • Pull request authors: 0
  • Average comments per issue: 0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
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Top Authors
Issue Authors
  • olgnaydn (3)
Pull Request Authors
  • filizkrdg (15)
  • hakansavassazakege (5)
Top Labels
Issue Labels
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Packages

  • Total packages: 1
  • Total downloads:
    • cran 212 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 2
  • Total maintainers: 1
cran.r-project.org: ridgregextra

Ridge Regression Parameter Estimation

  • Versions: 2
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 212 Last month
Rankings
Forks count: 28.8%
Dependent packages count: 29.8%
Stargazers count: 35.2%
Dependent repos count: 35.5%
Average: 43.7%
Downloads: 89.3%
Maintainers (1)
olgun.aydin@pg.edu.pl
Last synced: 11 months ago

Dependencies

DESCRIPTION cran
  • R >= 4.0.0 depends
  • graphics >= 4.0.0 depends
  • isdals >= 3.0.0 depends
  • mctest >= 1.3.0 depends
  • plotly >= 4.9.0 depends
  • stats >= 4.0.0 depends