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: 2026-10-17 09:35:01 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2023-10-19 14:31:24 UTC
RemoteUrl: https://github.com/cran/Sieve
RemoteRef: HEAD
RemoteSha: 0ca9b0466476876febfa85d8b36db287f22fdff4