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

AuthorBrenton Kenkel and Curtis S. Signorino
MaintainerBrenton Kenkel <[email protected]>
LicenseGPL (>= 2)
Version0.4-1
URL https://github.com/brentonk/polywog-package
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("brentonk/polywog-package")
brentonk/polywog-package documentation built on April 22, 2018, 2:31 a.m.