scar: Shape-Constrained Additive Regression: a Maximum Likelihood Approach

Computes the maximum likelihood estimator of the generalised additive and index regression with shape constraints. Each additive component function is assumed to obey one of the nine possible shape restrictions: linear, increasing, decreasing, convex, convex increasing, convex decreasing, concave, concave increasing, or concave decreasing. For details, see Chen and Samworth (2016) <doi:10.1111/rssb.12137>.

Package details

AuthorYining Chen and Richard Samworth
MaintainerYining Chen <y.chen101@lse.ac.uk>
LicenseGPL (>= 2)
Version0.2-2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("scar")

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scar documentation built on May 28, 2022, 1:22 a.m.