Constrained Single Index Model Estimation
Callable 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 of cvx.lse.reg, cvx.lip.reg and cvx.lse.con.reg,...
Single Index Model Estimation: Objective Function Approach
Deprecated Functions in Package simest
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 ('sim') with (and w/o) shape constraints including different smoothness conditions. See, e.g., Kuchibhotla and Patra (2020) <doi:10.3150/19-BEJ1183>.
Useful links