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simest (version 0.4)

Constrained Single Index Model Estimation

Description

Estimation of function and index vector in single index model with and without shape constraints including different smoothness conditions.

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Version

Install

install.packages('simest')

Monthly Downloads

311

Version

0.4

License

GPL-2

Maintainer

Arun Kumar Kuchibhotla

Last Published

April 25th, 2017

Functions in simest (0.4)

cvx.lip.reg

cvx.lse.reg

predcvxpen

sim.est

cvx.pen.reg

derivcvxpec

simestgcv

smooth.pen.reg

fastmerge

penta

solve.pentadiag

spen_egcv