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 robust ridge and linear regression


Source code for Robust Ridge and Linear Regression with Bootstrap

@machinelearnbot

Allows you to set up bounds on the regression parameters (similar to ridge regression). Does not use matrix inversion, thus numerically stable. Robust parameter estimation based on Monte-Carlo simulations and re-sampling. The source code can easily be modified to perform logistic regression. This package can be used by scientists, programmers, analysts or engineers with limited statistical knowledge.