Nonparametric Estimation by the Method of Sieves

Documentation for package ‘Sieve’ version 2.1

Sieve-package	Nonparametric Estimation by the Method of Sieves
clean_up_result	Clean up the fitted model
create_index_matrix	Create the index matrix for multivariate regression
GenSamples	Generate some simulation/testing samples with nonlinear truth.
Sieve	Nonparametric Estimation by the Method of Sieves
sieve.sgd.predict	Sieve-SGD makes prediction with new predictors.
sieve.sgd.preprocess	Preprocess the original data for sieve-SGD estimation.
sieve.sgd.solver	Fit sieve-SGD estimators, using progressive validation for hyperparameter tuning.
sieve_predict	Predict the outcome of interest for new samples
sieve_preprocess	Preprocess the original data for sieve estimation.
sieve_solver	Calculate the coefficients for the basis functions