The lspartition package provides an R implementation of tuning parameter selection, point estimation, and pointwise and uniform inference procedures for partitioning-based least squares series estimators, including B-splines, wavelets, and piecewise polynomial regression estimators.
This work was supported in part by the National Science Foundation through grant SES-1459931.
https://nppackages.github.io/lspartition
Please email: lspartition@googlegroups.com
To install/update in R type:
install.packages('lspartition')
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Help: R Manual, CRAN repository.
- Cattaneo, Farrell and Feng (2020): lspartition: Partitioning-Based Least Squares Regression.
R Journal 12(1): 172-187.
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Cattaneo and Farrell (2013): Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators.
Journal of Econometrics 174(2): 127-143.
Supplemental Appendix. -
Cattaneo, Farrell and Feng (2020): Large Sample Properties of Partitioning-Based Series Estimators.
Annals of Statistics 48(3): 1718-1741.
Supplemental Appendix.