Implements various decision support tools related to the Econometrics & Technometrics.
Subroutines include correlation reliability test, Mahalanobis distance measure for outlier detection, combinatorial search (all possible subset regression), non-parametric efficiency analysis measures: DDF (directional distance function), DEA (data envelopment analysis), HDF (hyperbolic distance function), SBM (slack-based measure), and SF (shortage function), benchmarking, Malmquist productivity analysis, risk analysis, technology adoption model, new product target setting, etc.

Implements various decision support tools related to the Econometrics & Technometrics.
Subroutines include correlation reliability test, Mahalanobis distance measure for outlier detection, combinatorial search (all possible subset regression), non-parametric efficiency analysis measures: DDF (directional distance function), DEA (data envelopment analysis), HDF (hyperbolic distance function), SBM (slack-based measure), and SF (shortage function), benchmarking, Malmquist productivity analysis, risk analysis, technology adoption model, new product target setting, network DEA, dynamic DEA, intertemporal budgeting, etc.

Implementation of Differentiable Lasso Penalty in Linear Models
An implementation of the differentiable lasso (dlasso) using iterative ridge algorithm. This package allows selecting the tuning parameter by AIC, BIC and GCV.

Implementation of Adaptive or Non-Adaptive Differentiable Lasso
and SCAD Penalties in Linear Models
An implementation of the differentiable lasso (dlasso) and SCAD (dSCAD) using iterative ridge algorithm. This package allows selecting the tuning parameter by AIC, BIC, GIC and GIC.

Wei Yuan, Zhenyu Wang, Zijian Guo, Cun-Hui Zhang
Implementation of the Decorrelated Local Linear estimator proposed in <arxiv:1907.12732>. It constructs the confidence interval for the derivative of the function of interest under the high-dimensional sparse additive model.
MASS, stats, splines, glmnet, SAM, locpol