CRAN/E | Sieve

Sieve

Nonparametric Estimation by the Method of Sieves

Installation

About

Performs multivariate nonparametric regression/classification by the method of sieves (using orthogonal basis). The method is suitable for moderate high-dimensional features (dimension < 100). The l1-penalized sieve estimator, a nonparametric generalization of Lasso, is adaptive to the feature dimension with provable theoretical guarantees. We also include a nonparametric stochastic gradient descent estimator, Sieve-SGD, for online or large scale batch problems. Details of the methods can be found in: .

Key Metrics

Version 2.1
Published 2023-10-19 42 days ago
Needs compilation? yes
License GPL-2
CRAN checks Sieve results

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Maintainer

Maintainer

Tianyu Zhang

tianyuz3@andrew.cmu.edu

Authors

Tianyu Zhang

Material

README
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

Sieve archive

Imports

Rcpp
combinat
glmnet
methods
MASS

LinkingTo

Rcpp
RcppArmadillo