nag_correg_ridge (g02kbc) Example Program Data
20 3 16 5 Nag_OrigPara : n, m, lh, lpec, wantb
1 1 1 : isx
Nag_LOOCV Nag_GCV Nag_EUV Nag_FPE Nag_BIC : pec
  19.5  43.1  29.1  11.9
  24.7  49.8  28.2  22.8
  30.7  51.9  37.0  18.7
  29.8  54.3  31.1  20.1
  19.1  42.2  30.9  12.9
  25.6  53.9  23.7  21.7
  31.4  58.5  27.6  27.1
  27.9  52.1  30.6  25.4
  22.1  49.9  23.2  21.3
  25.5  53.5  24.8  19.3
  31.1  56.6  30.0  25.4
  30.4  56.7  28.3  27.2
  18.7  46.5  23.0  11.7
  19.7  44.2  28.6  17.8
  14.6  42.7  21.3  12.8
  29.5  54.4  30.1  23.9
  27.7  55.3  25.7  22.6
  30.2  58.6  24.6  25.4
  22.7  48.2  27.1  14.8
  25.2  51.0  27.5  21.1 : End of observations
0.0 0.002 0.004 0.006 0.008 0.010 0.012 0.014 0.016 0.018 0.020 0.022
0.024 0.026 0.028 0.030 : Ridge co-efficients