simest: Constrained Single Index Model Estimation

Estimation of function and index vector in single index model with and without shape constraints including different smoothness conditions.

Getting started

Package details

AuthorArun Kumar Kuchibhotla <arunku@wharton.upenn.edu>, Rohit Kumar Patra <rohit@stat.columbia.edu>
MaintainerArun Kumar Kuchibhotla <arunku@wharton.upenn.edu>
LicenseGPL-2
Version0.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("simest")

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simest documentation built on May 2, 2019, 5:40 a.m.