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)
URL https://github.com/brentonk/polywog-package
Package repositoryView on CRAN
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polywog documentation built on May 1, 2019, 9:15 p.m.