Shape-Constrained Additive Regression: a Maximum Likelihood Approach
Plot additive index components of a "scair" object
Plot components of a "scar" object
Predict method for scair fits
Predict method for scar fits
Maximizing the likelihood of the generalised additive index model with...
Internal shape-constrained additive regression functions
Shape-Constrained Additive (index) Regression: a maximum likelihood ap...
Compute the maximum likelihood estimator of the generalised additive r...
Computes the maximum likelihood estimator of the generalised additive and index regression with shape constraints. Each additive component function is assumed to obey one of the nine possible shape restrictions: linear, increasing, decreasing, convex, convex increasing, convex decreasing, concave, concave increasing, or concave decreasing. For details, see Chen and Samworth (2016) <doi:10.1111/rssb.12137>.