fastridgeCpp function

Faster Ridge Regression

Faster Ridge Regression

Finds Ridge solutions using C++.

fastridgeCpp(X, y, lambda)

Arguments

  • X: Regressor matrix.
  • y: Dependent variable (a vector).
  • lambda: Penalty parameter (a number).

Returns

The vector of parameter (beta) estimates.

  • Maintainer: Joao Cruz
  • License: MIT + file LICENSE
  • Last published: 2023-09-08