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Hurdle Distributed Multiple Regression (HDMR) implemented in Julia

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HurdleDMR

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HurdleDMR.jl is a Julia implementation of the Hurdle Distributed Multiple Regression (HDMR), as described in:

Kelly, Bryan, Asaf Manela, and Alan Moreira (2018). Text Selection. Working paper.

It includes a Julia implementation of the Distributed Multinomial Regression (DMR) model of Taddy (2015).

Read the documentation and tutorials to learn more.

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Hurdle Distributed Multiple Regression (HDMR) implemented in Julia

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