only need analysis.r
and Mini3.R
files
- calls all the methods in the
Mini3.R
file to perform AIC, BIC, and CV on Ridge Regression, Lasso Regression, Partial Least Squares Regression, and Principal Component Regression.
- Class of functions. import by calling
source("Mini3.R")
in interpretter or in file like analysis.R
- attached pdf describes analysis. Essentially, we look at various shrinkage methods and determine which one is best using various performance metrics. This analysis is done on the Boston House Dataset.