yakuan-chen/fosr.vs: An implementation of Function-on-Scalar Regression with Variable Selection

Implementation of an iterative algorithm for function-on-scalar regression with variable selection by alternatively updating the coefficients and covariance structure. Variable selection is performed at the group level. Covariance matrix estimate is obtained by performing FPCA on the residual matrix.

Getting started

Package details

Maintainer
LicenseGPL (>=2)
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("yakuan-chen/fosr.vs")
yakuan-chen/fosr.vs documentation built on May 4, 2019, 2:28 p.m.