Constrained Single Index Model Estimation

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Documentation for package ‘simest’ version 0.4-1-1

• DESCRIPTION file.
• Package NEWS.

Help Pages

cpen	Callable C code for convex penalized least squares regression
cvx.lip.reg	Convex Least Squares Regression with Lipschitz Constraint
cvx.lse.con.reg	Convex Least Squares Regression
cvx.lse.conreg	Convex Least Squares Regression
cvx.lse.reg	Convex Least Squares Regression
cvx.pen.reg	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 of cvx.lse.reg, cvx.lip.reg and cvx.lse.con.reg, function and 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
simestgcv	Single Index Model Estimation: Objective Function Approach
smooth.pen.reg	Penalized Smooth/Smoothing Spline Regression
solve_pentadiag	Pentadiagonal Linear Solver
spen_egcv	C code for smoothing splines with randomized GCV computation