Lorenz and Penalized Lorenz Regressions.

LorenzRegression

The LorenzRegression package proposes a toolbox to estimate, produce inference on and interpret Lorenz regressions. These regressions are used to determine the explanatory power of a set of covariates on the inequality of a response variable.

Installation

You can install the released version of LorenzRegression from CRAN with:

install.packages("LorenzRegression")

You can install the development version of this package from GitHub with:

# install.packages("devtools")
devtools::install_github("AlJacq/LorenzRegression")

What’s new

LorenzRegression 2.0.0

• Function Structure Overhaul: Lorenz.Reg now acts as a wrapper for fitting functions Lorenz.GA, Lorenz.FABS, and Lorenz.SCADFABS, returning objects of class "LR" or "PLR" with designated methods.

• Enhanced Bootstrap and CV: Lorenz.boot performs bootstrap calculations and out-of-bag score computation, while PLR.CV handles cross-validation for tuning parameter selection.

• Methods: New methods fitted, explainedIneq, and autoplot for "LR" and "PLR" objects. Method availability is documented in the Lorenz.Reg help page with individual help pages for each method.