Restricted Bridge Estimation
Fit a Bridge Estimation
Extract coefficients from a 'bridge' object
Extract coefficients from a 'cv.bridge' object
Extract coefficients from a 'cv.rbridge' object
Extract coefficients from a 'rbridge' object
Cross-validation for bridge
Cross-validation for rbridge
Plot a 'cv.bridge' object function
Plot a 'cv.rbridge' object function
Make predictions from a 'bridge' object
Make predictions from a 'cv.bridge' object
Make predictions from a 'cv.rbridge' object
Make predictions from a 'rbridge' object
Fit a Restricted Bridge Estimation
Bridge Regression estimation with linear restrictions defined in Yuzbasi et al. (2019) <arXiv:1910.03660>. Special cases of this approach fit the restricted LASSO, restricted RIDGE and restricted Elastic Net estimators.