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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. Econometrics and Statistics (in press). <doi:10.1016/j.ecosta.2024.01.003>.
| Version: | 0.7.1 |
| Imports: | quadprog, stats, dendextend, RColorBrewer, corpcor |
| Suggests: | MASS, testthat (≥ 3.0.0) |
| Published: | 2024-02-27 |
| DOI: | 10.32614/CRAN.package.hfr |
| Author: | Johann Pfitzinger [aut, cre] |
| Maintainer: | Johann Pfitzinger <johann.pfitzinger at gmail.com> |
| License: | GPL-2 |
| URL: | https://hfr.residualmetrics.com, https://github.com/jpfitzinger/hfr |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | hfr results |
| Reference manual: | hfr.pdf |
| Package source: | hfr_0.7.1.tar.gz |
| Windows binaries: | r-devel: hfr_0.7.1.zip, r-release: hfr_0.7.1.zip, r-oldrel: hfr_0.7.1.zip |
| macOS binaries: | r-release (arm64): hfr_0.7.1.tgz, r-oldrel (arm64): hfr_0.7.1.tgz, r-release (x86_64): hfr_0.7.1.tgz, r-oldrel (x86_64): hfr_0.7.1.tgz |
| Old sources: | hfr archive |
| Reverse suggests: | tidyfit |
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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.