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.

Getting started

Package details

AuthorKarl Gregory, Enno Mammen, Martin Wahl
MaintainerKarl Gregory <gregorkb@stat.sc.edu>
LicenseWhat license is it under?
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("gregorkb/spaddinf")
gregorkb/spaddinf documentation built on Aug. 22, 2020, 12:04 a.m.