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

This package 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.

Package details

AuthorYining Chen and Richard Samworth
MaintainerYining Chen <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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scar documentation built on May 2, 2019, 1:07 p.m.