Man pages for simest
Constrained Single Index Model Estimation
| cpen | C code for convex penalized least squares regression. |
| cvx.lip.reg | Convex Least Squares Regression with Lipschitz Constraint |
| cvx.lse.con.reg | Convex Least Squares Regression. |
| cvx.lse.reg | Convex Least Squares Regression. |
| cvx.pen.reg | Penalized Smooth Convex Regression. |
| derivcvxpec | C code for prediction using cvx.lse.reg, cvx.lip.reg and... |
| fastmerge | Pre-binning of Data Points. |
| penta | C code for solving pentadiagonal linear equations. |
| predcvxpen | C code for prediction using cvx.lse.reg, cvx.lip.reg and... |
| 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. |
| spen_egcv | C code for smoothing splines with randomized GCV computation. |
