jkcshea/l1svr: Inference for Support Vector Regression Under l1 Regularization

This package allows users to estimate support vector regressions with l1-norm regularization (l1-SVR). The package employs large sample distribution theory for l1-SVR to estimate p-values and error bars for the SVR regression coefficients.

Getting started

Package details

MaintainerJoshua Shea <jkcshea@uchicago.edu>
LicenseGPL-2 | GPL-3
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jkcshea/l1svr")
jkcshea/l1svr documentation built on March 4, 2021, 12:51 a.m.