codecov CI

Julia package for

Wang, L., Zhao, H., & Fan, X. (2023). Degrees of Freedom: Search Cost and Self-consistency (arXiv:2308.13630). arXiv.

: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 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.