Adaptive Discrete Smoothing

The R package AdaptiveDiscreteSmoothing provides an implementation of the adaptive discrete smoothing framework from Chen, Luo and Spindler.

Documentation and Maintenance

Documentation of functions in R: Documentation

AdaptiveDiscreteSmoothing is currently maintained by @SvenKlaassen.

Installation

To install development version from GitHub, run the following commands:

# install.packages("devtools")
remotes::install_github("SvenKlaassen/AdaptiveDiscreteSmoothing")

References

• Xi Chen, Ye Luo, and Martin Spindler. “Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data.” arXiv preprint arXiv:1912.12867 (2019). Paper