Generalized Ridge Trace Plots for Ridge Regression

The genridge package introduces generalizations of the standard univariate ridge trace plot used in ridge regression and related methods. These graphical methods show both bias (actually, shrinkage) and precision, by plotting the covariance ellipsoids of the estimated coefficients, rather than just the estimates themselves. 2D and 3D plotting methods are provided, both in the space of the predictor variables and in the transformed space of the PCA/SVD of the predictors.


Version 0.6-6 (2017-10-01) o bump package version, preparing to move to Github

Version 0.6-5 (2014-11-24) o Use rgl:: in calls to rgl package for CRAN o Fixed long lines in .Rd files

Version 0.6-4 (2012-2-10) o Added contourf()

Version 0.6-3 (2011-12-28) o Minor tweaks to plot3d.ridge o Added biplot.ridge method for symmetry, showing the PCA vectors in variable space o Added examples to ridge.Rd using data(manpower, package="bestglm") o Added Manpower data

Version 0.6-2 (2011-12-19) o Made ridge() an S3 generic with formula and default methods o Fixed labels problems in biplot.pcaridge and plot3d.ridge o Added Detroit data with examples showing most methods

Version 0.6-1 (2011-12-06) o Fixed order of classes in pca.ridge o Made plot3d an S3 generic; added plot3d.pcaridge and plot.pcaridge o Added biplot.pcaridge() to draw variable vectors on a plot.pcaridge() plot o Added options to precision.* for greater flexibility o Added GCV computation to ridge() o Added which.lambda to select ellipses in plot.ridge(), plot3d.ridge() etc. o Added labels argument to plot.ridge() and fixed pairs.ridge for this.

Version 0.6-0 (2011-12-04) o Added plot3d.ridge() using rgl, completing the main stages in visualization methods for ridge-like problems

Version 0.5-3 (2011-11-30) o Added precision.ridge() method for measures of precision and shrinkage o Added vif.ridge() method, extending the car S3 generic for ridge objects o Now Depends: car

Version 0.5-2 (2011-11-25) o Added Acetylene data o Added vcov.ridge() method

Version 0.5-1 (2011-08-22) o Fixed [email protected] in DESCRIPTION

Version 0.5-0 (2011-08-22)

o Added NAMESPACE o Initial package version, released to R-Forge o Added pca.ridge

Reference manual

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0.6-6 by Michael Friendly, a year ago

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Browse source code at

Authors: Michael Friendly [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Depends on car

Suggests MASS, ElemStatLearn, rgl, bestglm

See at CRAN