Styperidge.reg: S-Type Ridge Regression
Abstract
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) , Karadag et al. (2023) and Sazak et al. (2025) .
Publication details
- Journal / source
- CRAN: Contributed Packages
- Publisher
- The R Foundation
- Publication date
- 12 January 2026
- Document type
- Dataset