Description
Bootstrapped Basis Regression with Oracle Model Selection.
Description
Routines for flexible functional form estimation via basis regression, with model selection via the adaptive LASSO or SCAD to prevent overfitting.
README.md
polywog
polywog is an R package by Brenton Kenkel and Curtis Signorino containing routines for flexible functional form estimation via basis regression with oracle-penalized model selection. You can install the most recent stable version of the package from CRAN by running
install.packages("polywog")
in an R console.
To request a feature or report a bug, please visit the package's project page on Github. The package's change log can also be viewed there.