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.


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:

News

Reference manual

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install.packages("polywog")

0.4-1 by Brenton Kenkel, a year ago


https://github.com/brentonk/polywog-package


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


Authors: Brenton Kenkel and Curtis S. Signorino


Documentation:   PDF Manual  


GPL (>= 2) license


Imports foreach, Formula, glmnet, iterators, Matrix, ncvreg, Rcpp, stringr

Depends on miscTools

Suggests carData, lattice, rgl

Linking to Rcpp


See at CRAN