polywog: 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.

Version: 0.3-0
Depends: glmnet (≥ 1.5.1), ncvreg, Formula, Matrix, miscTools
Imports: stringr, games, car, matrixStats
Suggests: foreach, lattice, rgl
Published: 2013-01-09
Author: Brenton Kenkel and Curtis S. Signorino
Maintainer: Brenton Kenkel <brenton.kenkel at gmail.com>
License: GPL (≥ 2)
NeedsCompilation: no
CRAN checks: polywog results

Downloads:

Package source: polywog_0.3-0.tar.gz
MacOS X binary: polywog_0.3-0.tgz
Windows binary: polywog_0.3-0.zip
Reference manual: polywog.pdf
News/ChangeLog:NEWS
Old sources: polywog archive