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Sieve  

Nonparametric Estimation by the Method of Sieves
View on CRAN: Click here


Download and install Sieve package within the R console
Install from CRAN:
install.packages("Sieve")

Install from Github:
library("remotes")
install_github("cran/Sieve")

Install by package version:
library("remotes")
install_version("Sieve", "2.1")



Attach the package and use:
library("Sieve")
Maintained by
Tianyu Zhang
[Scholar Profile | Author Map]
First Published: 2022-06-22
Latest Update: 2023-09-03
Description:
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>.
How to cite:
Tianyu Zhang (2022). Sieve: Nonparametric Estimation by the Method of Sieves. R package version 2.1, https://cran.r-project.org/web/packages/Sieve. Accessed 21 Apr. 2025.
Previous versions and publish date:
1.0 (2022-06-22 21:20), 2.0 (2023-09-03 17:00)
Other packages that cited Sieve R package
View Sieve citation profile
Other R packages that Sieve depends, imports, suggests or enhances
Complete documentation for Sieve
Functions, R codes and Examples using the Sieve R package
Some associated functions: GenSamples . Sieve-package . sieve_predict . sieve_preprocess . sieve_solver . 
Some associated R codes: RcppExports.R . SieveFittingModels.R .  Full Sieve package functions and examples
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