Constrained Single Index Model Estimation

Estimation of function and index vector in single index model ('sim') with (and w/o) shape constraints including different smoothness conditions. See, e.g., Kuchibhotla and Patra (2020) .


This package contains a package for the single index model estimation with shape and smoothness constraints on the link function.

To install the package, use the command
   R CMD INSTALL simest.

All the code is written by me.

The code implemented is not still optimal. Please, report the bugs, any
comments and suggestions to us by e-mail. Please, also let me know about any
applications or use of the package.

Arun Kumar Kuchibhotla <[email protected]>
Rohit Kumar Patra <[email protected]>

Reference manual

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install.packages("simest")

0.4-1-1 by Martin Maechler, 10 months ago


https://curves-etc.r-forge.r-project.org/, https://r-forge.r-project.org/R/?group_id=846, https://r-forge.r-project.org/scm/viewvc.php/pkg/simest/?root=curves-etc, svn://svn.r-forge.r-project.org/svnroot/curves-etc/pkg/simest


Report a bug at https://r-forge.r-project.org/tracker/?group_id=846


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


Authors: Arun Kumar Kuchibhotla [aut] (ORCID: , Rohit Kumar Patra [aut] , Martin Maechler [ctb, cre] (fix *.Rd , etc to get back on CRAN , ORCID:


Documentation:   PDF Manual  


GPL-2 license


Imports nnls, cobs, stats, graphics


See at CRAN