polywog: Bootstrapped Basis Regression with Oracle Model Selection

Routines for flexible functional form estimation via basis regression, with model selection via the adaptive LASSO or SCAD to prevent overfitting.

Package details

AuthorBrenton Kenkel and Curtis S. Signorino
MaintainerBrenton Kenkel <brenton.kenkel@gmail.com>
LicenseGPL (>= 2)
Version0.4-1
URL https://github.com/brentonk/polywog-package
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("polywog")

Try the polywog package in your browser

Any scripts or data that you put into this service are public.

polywog documentation built on May 1, 2019, 9:15 p.m.