CRAN/E | Sieve

Sieve

Nonparametric Estimation by the Method of Sieves

Installation

About

Performs multivariate nonparametric regression/classification by the method of sieves (or using orthogonal series). The method is suitable for continuous/binary problems with multivariate or moderate high-dimensional features (dimension < 100). The main estimator in this package, penalized sieve estimator, is adaptive to the feature dimension with provable theoretical guarantees. Moreover, such a method is computationally tractable in the sense it typically has a polynomial dependence (rather than an exponential one) on the feature dimension and an almost linear dependence on the sample size. Details of the methods and model assumptions can be found in: Tianyu Zhang, and Noah Simon (2022) .

Key Metrics

Version 1.0
Published 2022-06-22 274 days ago
Needs compilation? yes
License GPL-2
CRAN checks Sieve results

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Maintainer

Maintainer

Tianyu Zhang

zty@uw.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

Imports

Rcpp ≥ 1.0.7
combinat
glmnet
methods

LinkingTo

Rcpp
RcppArmadillo