zhan-gao/classo
Classifier-Lasso for Panel Data Grouping

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zhan-gao/classo: Classifier-Lasso for Panel Data Grouping
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Classifier-Lasso for Panel Data Grouping

determine_KDetermine number of groups using information criterion
init_estInitial estimator
PLS.cvxrPLS estimation by the iterative algorithm via CVXR
PLS.mosekPLS estimation by the iterative algorithm via Rmosek
PLS.nloptPLS estimation by the iterative algorithm via NLOPTR
SPJ_PLSHalf panel Jackknife develop on Dhaene and Jochmans (2015)
zhan-gao/classo documentation built on April 24, 2020, 11:58 p.m.

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