Julia package for
Wang, L., Zhao, H., & Fan, X. (2024). Degrees of Freedom: Search Cost and Self-consistency. Journal of Computational and Graphical Statistics, 0(ja), 1–23. https://doi.org/10.1080/10618600.2024.2388545
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
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.
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.