Package index

Fit STR and choose tuning parameters

hr() coef(<hr>) predict(<hr>)

Soft-thresholded ridge (STR) estimator

cv_hr()

Cross-validated STR estimator

hr_grid()

Default tuning grids for the STR estimator

Fixed-parameter risk and SURE

hr_risk()

Exact finite-sample moments and risk of the STR estimator

hr_sure()

Stein unbiased risk estimate and degrees of freedom of the STR fit

sure_hr()

STR estimator tuned by the Stein unbiased risk estimate

Threshold and ridge primitives

soft_threshold()

Soft-thresholding operator

ridge_path()

Ridge regression path computed through the singular value decomposition