polywog v0.4-1

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Bootstrapped Basis Regression with Oracle Model Selection

Routines for flexible functional form estimation via basis regression, with model selection via the adaptive LASSO or SCAD to prevent overfitting.

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polywog

polywog is an R package by Brenton Kenkel and Curtis Signorino containing routines for flexible functional form estimation via basis regression with oracle-penalized model selection. You can install the most recent stable version of the package from CRAN by running

install.packages("polywog")

in an R console.

To request a feature or report a bug, please visit the package's project page on Github. The package's change log can also be viewed there.

The statistical methods implemented in polywog are documented and applied in the following working papers:

Functions in polywog

Name Description
polywog-package Bootstrapped basis regression with oracle model selection
plot.polywog Univariate and bivariate fitted value plots
bootPolywog Bootstrap a fitted polywog model
model.matrix.polywog Model matrix of a polywog model
plot.margEff.polywog Plot marginal effects
polywog Polynomial regression with oracle variable selection
cv.polywog Cross-validation of polynomial degree and penalization factor
margEff.polywog Marginal effects for polywog models
predVals Easy computation of fitted values
predict.polywog Predict method for polywog objects
summary.margEff.polywog Summarize marginal effects
summary.polywog Summarize a fitted polywog model
model.frame.polywog Model frame of a polywog model
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Details

Date 2018-04-03
License GPL (>= 2)
URL https://github.com/brentonk/polywog-package
LinkingTo Rcpp
RoxygenNote 6.0.1
NeedsCompilation yes
Packaged 2018-04-20 18:58:25 UTC; kenkelb
Repository CRAN
Date/Publication 2018-04-20 19:41:51 UTC

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