The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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: <doi:10.48550/arXiv.2206.02994> <doi:10.48550/arXiv.2104.00846><doi:10.48550/arXiv.2310.12140>.
| Version: | 2.1 |
| Imports: | Rcpp, combinat, glmnet, methods, MASS |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2023-10-19 |
| DOI: | 10.32614/CRAN.package.Sieve |
| Author: | Tianyu Zhang |
| Maintainer: | Tianyu Zhang <tianyuz3 at andrew.cmu.edu> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | Sieve results |
| Reference manual: | Sieve.pdf |
| Package source: | Sieve_2.1.tar.gz |
| Windows binaries: | r-devel: Sieve_2.1.zip, r-release: Sieve_2.1.zip, r-oldrel: Sieve_2.1.zip |
| macOS binaries: | r-release (arm64): Sieve_2.1.tgz, r-oldrel (arm64): Sieve_2.1.tgz, r-release (x86_64): Sieve_2.1.tgz, r-oldrel (x86_64): Sieve_2.1.tgz |
| Old sources: | Sieve archive |
Please use the canonical form https://CRAN.R-project.org/package=Sieve to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.