Hamedhm/SmoothWin: Soft Windowing on Linear Regression
The main function in the package utilizes a windowing function in the form of an exponential weighting function. The bandwidth and sharpness of the window are controlled by two parameters. Then, a penalized change point detection is used to identify the right shape of the window (see Charles Kervrann (2004) <doi:10.1007/978-3-540-24672-5_11>).
Getting started
Browse package contents
Package details |
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| Author | Hamed Haselimashhadi <hamedhaseli@gmail.com> |
| Maintainer | Hamed Haselimashhadi <hamedhaseli@gmail.com> |
| License | LGPL (>= 2) |
| Version | 1.0.0 |
| URL | http://hamedhaseli.webs.com |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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