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.
Please email: firstname.lastname@example.org
To install/update in R type:
For source code and related files, visit
Cattaneo and Farrell (2013): Optimal Convergence Rates, Bahadur Representation, and Asymptotic Normality of Partitioning Estimators.
Journal of Econometrics 174(2): 127-143.
Cattaneo, Farrell and Feng (2020): Large Sample Properties of Partitioning-Based Series Estimators.
Annals of Statistics 48(3): 1718-1741.