Styperidge.reg
S-Type Ridge Regression
Description
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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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |