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
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 DegreesOfFreedomThe 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.