kcmeans

Conditional Expectation Function Estimation with K-Conditional-Means

CRAN Package

Implementation of the KCMeans regression estimator studied by Wiemann (2023) doi:10.48550/arXiv.2311.17021 for expectation function estimation conditional on categorical variables. Computation leverages the unconditional KMeans implementation in one dimension using dynamic programming algorithm of Wang and Song (2011) doi:10.32614/RJ-2011-015, allowing for global solutions in time polynomial in the number of observed categories.


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