Package: dwmmlRidge
Type: Package
Title: Dynamically Weighted Modified Maximum Likelihood (DWMML) Ridge
        Regression
Version: 0.1.1
Authors@R: c(
    person("Filiz", "Karadag", email = "filiz.karadag@ege.edu.tr", role = c("aut", "cre"),
           comment = c(ORCID = "0000-0002-0116-7772")),
    person("Hakan Savas", "Sazak", email = "hakan.savas.sazak@ege.edu.tr", role = "aut",
           comment = c(ORCID = "0000-0001-6123-1214")),
    person("Olgun", "Aydin", email = "olgun.aydin@pg.edu.pl", role = "aut",
           comment = c(ORCID = "0000-0002-7090-0931")))
Description: Implements the dynamically weighted modified maximum
        likelihood ridge (DWMMLR) regression estimator, a robust and
        multicollinearity-aware linear regression estimator that
        combines the DWMML3 weighting procedure of Sazak (2019)
        <doi:10.1080/00949655.2019.1571060> with ridge penalization to
        address both outlier sensitivity and variance inflation due to
        multicollinearity. The ridge parameter is selected
        automatically using the approach implemented in the
        'ridgregextra' package (Karadag, Sazak, and Aydin, 2023)
        <https://CRAN.R-project.org/package=ridgregextra>, described
        further in Karadag, Sazak, and Aydin (2026)
        <doi:10.1080/02664763.2026.2655681>, which targets a variance
        inflation factor (VIF) close to but not below 1, removing the
        need for manual tuning. Returns comprehensive outputs
        (coefficients, fitted values, residuals, mean squared error
        (MSE), standard errors, R-squared, and adjusted R-squared)
        through a simple x/y interface.
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 4.0.0)
Imports: MASS, stats, Styperidge.reg
Suggests: isdals, mctest
Enhances: ridgregextra
URL: https://github.com/filizkrdg/dwmmlRidge
BugReports: https://github.com/filizkrdg/dwmmlRidge/issues
RoxygenNote: 7.3.2
Config/pak/sysreqs: cmake make libicu-dev libuv1-dev libssl-dev
Repository: https://filizkrdg.r-universe.dev
Date/Publication: 2026-07-14 08:39:52 UTC
RemoteUrl: https://github.com/filizkrdg/dwmmlridge
RemoteRef: HEAD
RemoteSha: be9a3ed4d0280070f1660e1e2c2136f3cdd3b078
NeedsCompilation: no
Packaged: 2026-10-12 09:50:15 UTC; root
Author: Filiz Karadag [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-0116-7772>),
  Hakan Savas Sazak [aut] (ORCID:
    <https://orcid.org/0000-0001-6123-1214>),
  Olgun Aydin [aut] (ORCID: <https://orcid.org/0000-0002-7090-0931>)
Maintainer: Filiz Karadag <filiz.karadag@ege.edu.tr>