smoothic: Variable Selection Using a Smooth Information Criterion
Implementation of the SIC epsilon-telescope method, either
using single or multi-parameter regression. Includes classical regression
with normally distributed errors and robust regression, where the errors are from
the Laplace distribution. The "smooth generalized normal distribution" is used,
where the estimation of an additional shape parameter allows the user to move
smoothly between both types of regression. See O'Neill and Burke (2022)
"Robust Distributional Regression with Automatic Variable Selection" for more details.
<arXiv:2212.07317>. This package also contains the data analyses from O'Neill and
Burke (2021). "Variable Selection Using a Smooth Information Criterion for
Multi-Parameter Regression Models". <arXiv:2110.02643>.
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