We implement adaptive estimation of the joint density linear model where the coefficients - intercept and slopes - are random and independent from regressors which support is a proper subset. The estimator proposed in Gaillac and Gautier (2019) <arXiv:1905.06584> is based on Prolate Spheroidal Wave Functions which are computed efficiently in 'RandomCoefficients'. This package also provides a parallel implementation of the estimator.
|Author||Christophe Gaillac [aut, cre], Eric Gautier [aut]|
|Maintainer||Christophe Gaillac <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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