hfr: Estimate Hierarchical Feature Regression Models

Provides functions for the estimation, plotting, predicting and cross-validation of hierarchical feature regression models as described in Pfitzinger (2024). Cluster Regularization via a Hierarchical Feature Regression. Econometrics and Statistics (in press). <doi:10.1016/j.ecosta.2024.01.003>.

Getting started

Package details

AuthorJohann Pfitzinger [aut, cre]
MaintainerJohann Pfitzinger <johann.pfitzinger@gmail.com>
LicenseGPL-2
Version0.7.1
URL https://hfr.residualmetrics.com https://github.com/jpfitzinger/hfr
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hfr")

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hfr documentation built on May 29, 2024, 3:01 a.m.