Other packages > Find by keyword >

smimodel  

Sparse Multiple Index Models for Nonparametric Forecasting
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("smimodel", "0.1.3")



Attach the package and use:
library("smimodel")
Maintained by
Nuwani Palihawadana
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-08
Latest Update: 2026-04-08
Description:
Implements a general algorithm for estimating Sparse Multiple Index (SMI) models for nonparametric forecasting and prediction. Estimation of SMI models requires the Gurobi mixed integer programming (MIP) solver via the gurobi R package. To use this functionality, the Gurobi Optimizer must be installed, and a valid license obtained and activated from <https://www.gurobi.com>. The gurobi R package must then be installed and configured following the instructions at <https://support.gurobi.com/hc/en-us/articles/14462206790033-How-do-I-install-Gurobi-for-R>. The package also includes functions for fitting nonparametric additive models with backward elimination, group-wise additive index models, and projection pursuit regression models as benchmark comparison methods. In addition, it provides tools for generating prediction intervals to quantify uncertainty in point forecasts produced by the SMI model and benchmark models, using the classical block bootstrap and a new method called conformal bootstrap, which integrates block bootstrap with split conformal prediction.
How to cite:
Nuwani Palihawadana (2026). smimodel: Sparse Multiple Index Models for Nonparametric Forecasting. R package version 0.1.3, https://cran.r-project.org/web/packages/smimodel. Accessed 04 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited smimodel R package
View smimodel citation profile
Other R packages that smimodel depends, imports, suggests or enhances
Complete documentation for smimodel
Functions, R codes and Examples using the smimodel R package
Full smimodel package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

rWishart  
Random Wishart Matrix Generation
An expansion of R's 'stats' random wishart matrix generation. This package allows the user to gener ...
Download / Learn more Package Citations See dependency  
skilljaR  
Connect to Your 'Skilljar' Data
Functions that simplify calls to the 'Skilljar' API. See < ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
plotbb  
Grammar of Graphics for 'base' Plot
Proof of concept for implementing grammar of graphics using base plot. The bbplot() function initial ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,906

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA