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PRTools manual

ridger

RIDGER

Ridge Regression

      W = RIDGER(X,LAMBDA)

Input
 X Regression dataset
 LAMBDA Regularization parameter (default LAMBDA=1)

Output
 W Ridge regression mapping

Description

Perform a ridge regression on dataset X, with the regularization  parameter LAMBDA.

See also

lassor, plotr, linearr,

PRTools contents

PRTools manual