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.

Author
Arun Kumar Kuchibhotla <arunku@wharton.upenn.edu>, Rohit Kumar Patra <rohit@stat.columbia.edu>
Date of publication
2016-09-05 16:15:28
Maintainer
Arun Kumar Kuchibhotla <arunku@wharton.upenn.edu>
License
GPL-2
Version
0.3

View on CRAN

Man pages

cvx.lip.reg
Convex Least Squares Regression with Lipschitz Constraint
cvx.lse.reg
Convex Least Squares Regression.
cvx.pen.reg
Penalized Smooth Convex Regression.
fastmerge
Pre-binning of Data Points.
sim.est
Single Index Model Estimation: Objective Function Approach.
simestgcv
Single Index Model Estimation: Objective Function Approach...
smooth.pen.reg
Penalized Smooth/Smoothing Spline Regression.
solve.pentadiag
Pentadiagonal Linear Solver.

Files in this package

simest
simest/inst
simest/inst/COPYRIGHT
simest/inst/CITATION
simest/src
simest/src/penta.c
simest/src/cpen.c
simest/src/derivcvxpec.c
simest/src/spen_egcv.c
simest/src/pred.c
simest/src/predcvxpen.c
simest/src/deriv.c
simest/src/Mfun.c
simest/src/derivcvxpen.c
simest/NAMESPACE
simest/R
simest/R/SimEstGcv.r
simest/R/SimEst.r
simest/R/CvxPenReg.r
simest/R/merge.r
simest/R/SolvePenta.r
simest/R/CvxLseReg.r
simest/R/CvxLipReg.r
simest/R/SmoothPenReg.r
simest/MD5
simest/README
simest/DESCRIPTION
simest/man
simest/man/simestgcv.Rd
simest/man/smooth.pen.reg.Rd
simest/man/sim.est.Rd
simest/man/fastmerge.Rd
simest/man/solve.pentadiag.Rd
simest/man/cvx.lip.reg.Rd
simest/man/cvx.pen.reg.Rd
simest/man/cvx.lse.reg.Rd