Ridge regression

calculate ridge regression coefficients using the optimal tuning parameter from the glmnet package.

RIDGE(X, Y, lam = NULL, intercept = FALSE, standardize = FALSE, ...)

Arguments

X	nxp data matrix. Each row corresponds to a single observation and each column contains n observations of a single feature/variable.
Y	nxr response matrix. Each row corresponds to a single response and each column contains n response of a single feature/response.
lam	tuning parameter
intercept	option to include intercept, defaults to FALSE
standardize	option to standardize the data, defaults to FALSE
...	other options to pass to glmnet

Value

betas, lam