gregorkb/spaddinf: Fit two-step estimator for inference in sparse high-dimensional additive models
Compute two-step presmoothing and resmoothing estimator for inference in sparse high-dimensional additive models, where the presmoothing estimator is a nonparametric version of the so-called desparsified lasso estimator.
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Package details |
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| Author | Karl Gregory, Enno Mammen, Martin Wahl |
| Maintainer | Karl Gregory <gregorkb@stat.sc.edu> |
| License | What license is it under? |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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