brentonk/polywog: 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
Browse package contents
Package details |
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| Author | Brenton Kenkel and Curtis S. Signorino |
| Maintainer | Brenton Kenkel <brenton.kenkel@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.4-1 |
| URL | https://github.com/brentonk/polywog-package |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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