Man pages for gregorkb/spaddinf
Fit two-step estimator for inference in sparse high-dimensional additive models

Bspl.cvChoose number of basis functions in least squares B-splines...
data_genGenerate data for simulation studies
oracle.BsplFit simple nonparametric regression model with cubic...
pcws.polyHelps build the basis functions for Legendre polynomials
plot_presmth_BsplPlot the first six fitted functions
plot_presmth_Legrplot presmoother when it is made of Legendre polynomials
preresmth.Bspl.BsplFit two step estimator with B-splines in the first step and...
preresmth.Legr.BsplFit two step estimator with Legendre polynomials in first...
resmth.BsplFit simple nonparametric regression model with cubic...
spadd.presmth.BsplFit the desparsified lasso presmoothing estimator with cubic...
spadd.presmth.Bspl.cvChoose tuning parameters of desparsified lasso presmoothing...
spadd.presmth.LegrFit the desparsified lasso presmoothing estimator with...
spadd.presmth.Legr.cvChoose tuning parameters for fitting the desparsified lasso...
gregorkb/spaddinf documentation built on July 23, 2021, 4:02 a.m.