hfr

Estimate Hierarchical Feature Regression Models

CRAN Package

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.

  • Version0.7.1
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release02/27/2024

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  • Imports4 packages
  • Suggests2 packages
  • Reverse Suggests1 package