The R package AdaptiveDiscreteSmoothing provides an implementation of the adaptive discrete smoothing framework from Chen, Luo and Spindler.
Documentation of functions in R: Documentation
AdaptiveDiscreteSmoothing is currently maintained by
@SvenKlaassen.
To install development version from GitHub, run the following commands:
# install.packages("devtools")
remotes::install_github("SvenKlaassen/AdaptiveDiscreteSmoothing")- Xi Chen, Ye Luo, and Martin Spindler. “Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data.” arXiv preprint arXiv:1912.12867 (2019). Paper