Adaptive Estimation in the Linear Random Coefficients Models

We implement adaptive estimation of the joint density linear model where the coefficients - intercept and slopes - are random and independent from regressors which support is a proper subset. The estimator proposed in Gaillac and Gautier (2019) is based on Prolate Spheroidal Wave Functions which are computed efficiently in 'RandomCoefficients'. This package also provides a parallel implementation of the estimator.


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install.packages("RandomCoefficients")

0.0.2 by Christophe Gaillac, 9 months ago


Browse source code at https://github.com/cran/RandomCoefficients


Authors: Christophe Gaillac [aut, cre] , Eric Gautier [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports snowfall, stats, orthopolynom, polynom, fourierin, sfsmisc, tmvtnorm, rdetools, ks, statmod, RCEIM, robustbase, VGAM

Suggests knitr, rmarkdown


See at CRAN