Constrained Single Index Model Estimation
C code for convex penalized least squares regression.
Convex Least Squares Regression with Lipschitz Constraint
Convex Least Squares Regression.
Convex Least Squares Regression.
Penalized Smooth Convex Regression.
C code for prediction using cvx.lse.reg, cvx.lip.reg and cvx.lse.con.r...
Pre-binning of Data Points.
C code for solving pentadiagonal linear equations.
C code for prediction using cvx.lse.reg, cvx.lip.reg and cvx.lse.con.r...
Single Index Model Estimation: Objective Function Approach.
Single Index Model Estimation: Objective Function Approach.
Penalized Smooth/Smoothing Spline Regression.
Pentadiagonal Linear Solver.
C code for smoothing splines with randomized GCV computation.
Estimation of function and index vector in single index model with and without shape constraints including different smoothness conditions.