R: Constrained Single Index Model Estimation

# Constrained Single Index Model Estimation

## 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