polywog: Bootstrapped Basis Regression with Oracle Model Selection
Version 0.4-0

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
Date of publication2014-04-24 07:43:11
MaintainerBrenton Kenkel <brenton.kenkel@gmail.com>
LicenseGPL (>= 2)
Version0.4-0
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")

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polywog documentation built on May 29, 2017, 5:14 p.m.