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Styperidge.reg - S-Type Ridge Regression

Implements S-type ridge regression, a robust and multicollinearity-aware linear regression estimator that combines S-type robust weighting (via the 'Stype.est' package) with ridge penalization; automatically selects the ridge parameter using the 'ridgregextra' approach targeting a close to 1 variance inflation factor (VIF), and returns comprehensive outputs (coefficients, fitted values, residuals, mean squared error (MSE), etc.) with an easy x/y interface and optional user-supplied weights. See Sazak and Mutlu (2021) <doi:10.1080/03610918.2021.1928196>, Karadag et al. (2023) <https://CRAN.R-project.org/package=ridgregextra> and Sazak et al. (2025) <https://CRAN.R-project.org/package=Stype.est>.

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3.88 score 1 dependents 311 downloads

ridgregextra - Ridge Regression Parameter Estimation

It is a package that provides alternative approach for finding optimum parameters of ridge regression. This package focuses on finding the ridge parameter value k which makes the variance inflation factors closest to 1, while keeping them above 1 as addressed by Michael Kutner, Christopher Nachtsheim, John Neter, William Li (2004, ISBN:978-0073108742). Moreover, the package offers end-to-end functionality to find optimum k value and presents the detailed ridge regression results. Finally it shows three sets of graphs consisting k versus variance inflation factors, regression coefficients and standard errors of them.

Last updated

3.78 score 1 stars 2 dependents 215 downloads

Stype.est - S-Type Estimators

Implements the S-type estimators, novel robust estimators for general linear regression models, addressing challenges such as outlier contamination and leverage points. This package introduces robust regression techniques to provide a robust alternative to classical methods and includes diagnostic tools for assessing model fit and performance. The methodology is based on the study, "Comparison of the Robust Methods in the General Linear Regression Model" by Sazak and Mutlu (2023). This package is designed for statisticians and applied researchers seeking advanced tools for robust regression analysis.

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3.48 score 2 dependents 322 downloads

dwmmlRidge - Dynamically Weighted Modified Maximum Likelihood (DWMML) Ridge Regression

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.

Last updated

3.18 score 298 downloads