Package: Sieve
Type: Package
Title: Nonparametric Estimation by the Method of Sieves
Version: 2.1
Date: 2023-10-19
Author: Tianyu Zhang
Maintainer: Tianyu Zhang <tianyuz3@andrew.cmu.edu>
Description: Performs multivariate nonparametric regression/classification by the method of sieves (using orthogonal basis). The method is suitable for moderate high-dimensional features (dimension < 100). The l1-penalized sieve estimator, a nonparametric generalization of Lasso, is adaptive to the feature dimension with provable theoretical guarantees. We also include a nonparametric stochastic gradient descent estimator, Sieve-SGD, for online or large scale batch problems. Details of the methods can be found in: <arXiv:2206.02994> <arXiv:2104.00846><arXiv:2310.12140>.
License: GPL-2
Imports: Rcpp, combinat, glmnet, methods, MASS
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.2.3
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2023-10-19 13:48:46 UTC; tianyuzhang
Repository: CRAN
Date/Publication: 2023-10-19 14:10:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-28 10:58:49 UTC; unix
Archs: Sieve.so.dSYM
