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PLSiMCpp

This is the R package `PLSiMCpp' (Methods for Partial Linear Single Index Model) written and maintained by Shunyao Wu (wushunyao@qdu.edu.cn).

Installation

You can install the stable version on CRAN:

install.packages('PLSiMCpp')

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Version

Install

install.packages('PLSiMCpp')

Monthly Downloads

88

Version

1.0.4

License

GPL (>= 2)

Maintainer

Shunyao Wu

Last Published

September 24th, 2022

Functions in PLSiMCpp (1.0.4)

plsim.lam

Select lambda for Penalized Profile Least Squares Estimator
plsim.est

Profile Least Squares Estimator
plsim.vs.soft

Penalized Profile Least Squares Estimator
plsim.npTest

Testing nonparametric component
plsim.MAVE

Minimum Average Variance Estimation
plsim.pTest

Testing Parametric Components
plsim.ini

Initialize coefficients
plsim.bw

select bandwidth
predict.pls

Predict according to the Estimated Parameters
plsim.vs.hard

Variable Selection for Partial Linear Single Index Models