DESCRIPTION

Package: Sieve
Type: Package
Title: Nonparametric Estimation by the Method of Sieves
Version: 2.1
Date: 2023-10-19
Author: Tianyu Zhang
Maintainer: Tianyu Zhang <tianyuz3@andrew.cmu.edu>
Description: 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: <arXiv:2206.02994> <arXiv:2104.00846><arXiv:2310.12140>.
License: GPL-2
Imports: Rcpp,
	 combinat,
	 glmnet,
	 methods,
	 MASS
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.2.3
Encoding: UTF-8