jpfitzinger/hfr: Estimate Hierarchical Feature Regression Models
Provides functions for the estimation, plotting, predicting and cross-validation of hierarchical feature regression models as described in Pfitzinger (2024). Cluster Regularization via a Hierarchical Feature Regression. Econometrics and Statistics (in press). <doi:10.1016/j.ecosta.2024.01.003>.
Getting started
Browse package contents
Package details |
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| Author | Johann Pfitzinger [aut, cre] |
| Maintainer | Johann Pfitzinger <johann.pfitzinger@gmail.com> |
| License | GPL-2 |
| Version | 0.7.1 |
| URL | https://hfr.residualmetrics.com https://github.com/jpfitzinger/hfr |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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