Package: RandomCoefficients
Title: Adaptive Estimation in the Linear Random Coefficients Models
Version: 0.0.2
Authors@R: c(person("Christophe", "Gaillac", email = "christophe.gaillac@ensae.fr", role = c("aut", "cre")),person("Eric", "Gautier", email = "eric.gautier@tse-fr.eu", role = c("aut")))
Description: We implement adaptive estimation of the joint density linear model where the coefficients - intercept and slopes - are random and independent from regressors which support is a proper subset. The estimator proposed in Gaillac and Gautier (2019) <arXiv:1905.06584> is based on Prolate Spheroidal Wave Functions which are computed  efficiently in 'RandomCoefficients'. This package also provides a parallel implementation of the estimator.
Depends: R (>= 3.0.0)
License: GPL-3
Encoding: UTF-8
LazyData: true
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
RoxygenNote: 6.1.0
Imports: snowfall, stats, orthopolynom, polynom, fourierin, sfsmisc,
        tmvtnorm, rdetools, ks, statmod, RCEIM, robustbase, VGAM
NeedsCompilation: no
Packaged: 2019-06-05 12:55:26 UTC; gaillac
Author: Christophe Gaillac [aut, cre],
  Eric Gautier [aut]
Maintainer: Christophe Gaillac <christophe.gaillac@ensae.fr>
Repository: CRAN
Date/Publication: 2019-06-07 14:00:03 UTC
Built: R 4.0.2; ; 2020-07-16 09:51:06 UTC; unix
