hfr: Estimate Hierarchical Feature Regression Models

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
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

Documentation:

Reference manual: hfr.pdf

Downloads:

Package source: hfr_0.7.1.tar.gz
Windows binaries: r-prerel: hfr_0.7.1.zip, r-release: hfr_0.7.1.zip, r-oldrel: hfr_0.7.1.zip
macOS binaries: r-prerel (arm64): hfr_0.7.1.tgz, r-release (arm64): hfr_0.7.1.tgz, r-oldrel (arm64): hfr_0.7.1.tgz, r-prerel (x86_64): hfr_0.7.1.tgz, r-release (x86_64): hfr_0.7.1.tgz
Old sources: hfr archive

Reverse dependencies:

Reverse suggests: tidyfit

Linking:

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