library(hdrm)

# Ridge trace (Slide 22)
Fig1.4()

# Fitting and prediction error (Slide 25)
Fig1.5()

# Significance (Slide 26)
Tab1.1()

# Demo
attachData('pollution')
X <- std(X)
fit <- ridge(X, y)
plot(fit)
plot(fit, xaxis='df')
plot(fit, xaxis='both')
summary(fit, which=which.min(fit$GCV))
summary(lm(y~X))
predict(fit, X, lam=1)
confint(fit, lam=1)
B <- cbind(coef(fit, lam=.1), confint(fit, lam=.1))
CIplot(B[-1,], sort=FALSE); abline(v=0, col='gray')
CIplot(B[-1,]*attr(X, 'scale'), sort=FALSE); abline(v=0, col='gray')