DegreesOfFreedom.jl
Julia package for
Wang, L., Zhao, H., & Fan, X. (2023). Degrees of Freedom: Search Cost and Self-consistency (arXiv:2308.13630). arXiv. http://arxiv.org/abs/2308.13630
:hammer_and_wrench: Installation
DegreesOfFreedom.jl is available at the General Registry, so you can easily install the package in the Julia session after typing ]
,
julia> ]
(@v1.8) pkg> add DegreesOfFreedom
:books: Documentation
The documentation https://hohoweiya.xyz/DegreesOfFreedom.jl/stable/ elaborates on the degrees of freedom of various popular machine learning methods, including Lasso, Best Subset, Regression Tree, Splines and MARS.
:rocket: R package
We also wrap up the correcting procedure for MARS as a standalone R package earth.dof.patch. By its name, it can be viewed as a patch package on the earth
package for MARS. You can quickly try our approach after loading earth
and earth.dof.patch
. A toy example can be found here.