Constrained Single Index Model Estimation

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Documentation for package ‘simest’ version 0.4

• DESCRIPTION file.

Help Pages

cpen	C code for convex penalized least squares regression.
cvx.lip.reg	Convex Least Squares Regression with Lipschitz Constraint
cvx.lip.reg.default	Convex Least Squares Regression with Lipschitz Constraint
cvx.lse.con.reg	Convex Least Squares Regression.
cvx.lse.con.reg.default	Convex Least Squares Regression.
cvx.lse.reg	Convex Least Squares Regression.
cvx.lse.reg.default	Convex Least Squares Regression.
cvx.pen.reg	Penalized Smooth Convex Regression.
cvx.pen.reg.default	Penalized Smooth Convex Regression.
derivcvxpec	C code for prediction using cvx.lse.reg, cvx.lip.reg and cvx.lse.con.reg.
fastmerge	Pre-binning of Data Points.
penta	C code for solving pentadiagonal linear equations.
plot.cvx.lip.reg	Convex Least Squares Regression with Lipschitz Constraint
plot.cvx.lse.reg	Convex Least Squares Regression.
plot.cvx.pen.reg	Penalized Smooth Convex Regression.
plot.sim.est	Single Index Model Estimation: Objective Function Approach.
plot.smooth.pen.reg	Penalized Smooth/Smoothing Spline Regression.
predcvxpen	C code for prediction using cvx.lse.reg, cvx.lip.reg and cvx.lse.con.reg for function and its derivatives.
predict.cvx.lip.reg	Convex Least Squares Regression with Lipschitz Constraint
predict.cvx.lse.reg	Convex Least Squares Regression.
predict.cvx.pen.reg	Penalized Smooth Convex Regression.
predict.sim.est	Single Index Model Estimation: Objective Function Approach.
predict.smooth.pen.reg	Penalized Smooth/Smoothing Spline Regression.
print.cvx.lip.reg	Convex Least Squares Regression with Lipschitz Constraint
print.cvx.lse.reg	Convex Least Squares Regression.
print.cvx.pen.reg	Penalized Smooth Convex Regression.
print.sim.est	Single Index Model Estimation: Objective Function Approach.
print.smooth.pen.reg	Penalized Smooth/Smoothing Spline Regression.
sim.est	Single Index Model Estimation: Objective Function Approach.
sim.est.default	Single Index Model Estimation: Objective Function Approach.
simestgcv	Single Index Model Estimation: Objective Function Approach.
simestgcv.default	Single Index Model Estimation: Objective Function Approach.
smooth.pen.reg	Penalized Smooth/Smoothing Spline Regression.
smooth.pen.reg.default	Penalized Smooth/Smoothing Spline Regression.
solve.pentadiag	Pentadiagonal Linear Solver.
spen_egcv	C code for smoothing splines with randomized GCV computation.