We describe a new p-parameter generalized ridge-regression shrinkage-pattern recently implemented in the RXshrink CRAN R-package. The five distinct types of ridge TRACE displays discussed and illustrated here provide invaluable data-analytic insights and improved self-confidence to researchers and data scientists fitting linear models to ill-conditioned datasets.
翻译:我们描述的是最近在RXshrink CRAN R包装中实施的一个新的参数通用脊脊-后退缩模式,在这里讨论和展示的五种不同类型的脊脊TRACE显示提供了宝贵的数据分析洞察力,提高了研究人员和数据科学家的自信,使他们的直线模型适应条件不完善的数据集。