hfr

CRANhfrMaRDI QIDQ80157FDOQ80157

Estimate Hierarchical Feature Regression Models

Johann Pfitzinger

Last update: 24 February 2024

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.6.1, 0.5.0, 0.6.0, 0.6.2, 0.7.0

Description

Provides functions for the estimation, plotting, predicting and cross-validation of hierarchical feature regression models as described in Pfitzinger (2024). Cluster Regularization via a Hierarchical Feature Regression. Journal of Econometrics and Statistics (in press). <doi:10.1016/j.ecosta.2024.01.003>.

Cites work

• Cluster Regularization via a Hierarchical Feature Regression

This page was built for software: hfr