kcmeans: Conditional Expectation Function Estimation with K-Conditional-Means

Implementation of the KCMeans regression estimator studied by Wiemann (2023) <arXiv:2311.17021> for expectation function estimation conditional on categorical variables. Computation leverages the unconditional KMeans implementation in one dimension using dynamic programming algorithm of Wang and Song (2011) <doi:10.32614/RJ-2011-015>, allowing for global solutions in time polynomial in the number of observed categories.

Package details

AuthorThomas Wiemann [aut, cre]
MaintainerThomas Wiemann <wiemann@uchicago.edu>
LicenseGPL (>= 3)
URL https://github.com/thomaswiemann/kcmeans
Package repositoryView on CRAN
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kcmeans documentation built on May 29, 2024, 8:17 a.m.