Constrained Single Index Model Estimation

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Documentation for package ‘simest’ version 0.3

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cvx.lip.reg Convex Least Squares Regression with Lipschitz Constraint
cvx.lip.reg.default Convex Least Squares Regression with Lipschitz Constraint
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.
fastmerge Pre-binning of Data Points.
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.
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 (using GCV).
simestgcv.default Single Index Model Estimation: Objective Function Approach (using GCV).
smooth.pen.reg Penalized Smooth/Smoothing Spline Regression.
smooth.pen.reg.default Penalized Smooth/Smoothing Spline Regression.
solve.pentadiag Pentadiagonal Linear Solver.