Fast Functions for Liu Regression with Regularization Parameter and Statistics
Extract coefficient estimates from a liureg object
Covariance matrix based on a fitted liureg object.
Diagonal Elements of the Hat Matrix
fastliu: Fast Functions for Liu Regression with Regularization Paramet...
Hat matrix of Liu Regression
Information Criteria for Liu Regression
Computation of Liu Tuning Parameter
Fit a Liu Regression Coefficients Path
Plot method for liureg objects
Predict method for liureg objects
Predicted Residual Sum of Squares (PRESS)
Print method for liureg objects
Print Method for Liu Regression Statistics
Liu Regression Residuals
Liu Regression Statistics
Summarizing Liu Regression Fit
Efficient computation of the Liu regression coefficient paths, Liu-related statistics and information criteria for a grid of the regularization parameter. The computations are based on the 'C++' library 'Armadillo' through the 'R' package 'Rcpp'.