brentonk/polywog-package: Bootstrapped Basis Regression with Oracle Model Selection

Routines for flexible functional form estimation via basis regression, with model selection via the adaptive LASSO or SCAD to prevent overfitting.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.4-2
URL https://github.com/brentonk/polywog
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("brentonk/polywog-package")
brentonk/polywog-package documentation built on June 11, 2025, 3:51 a.m.