Path Shapes: The traditional 2-Parameter Goldstein-Smith (Q-shape, M-extent) Paths based upon X-coordinate eigenvalues (Lambda spreads) are featured.
However, three "p-parameter" Shrinkage Path Shapes based upon X-coordinate principal correlations can also be specified: generalized GARROTE, generalized LASSO, and CROSR=Constant-Ratio-Of-Shrinkage-Ratios. The horizontal axis for TRACE displays remains M-extent of shrinkage.
Download this zip archive and unpack it on a Windows machine to a sub-directory (SRX, say) of the directory containing WXLS32.EXE to install 1996 *.LSP code and numerical examples plus 2008 PDF documentation.
Download this rxridge.tar.gz archive to your UNIX machine, and enter the commands "gzip -df rxridge.tar.gz" then "tar -xvf rxridge.tar". This creates UNIX text files of *.LSP code, documentation, and numerical examples.
Download this .HQX file to your Mac and decode it using BinHex to create a self-extracting Stuffit archive named RXridge.sea. Then double click on this icon to unpack Mac text files containing *.LSP code, documentation, and numerical examples.
Download this zip archive and unpack it on a Windows machine for 9 additional ill-conditioned datasets formatted for RXridge in XlispStat.