DegreesOfFreedom.jl Documentation

DegreesOfFreedom.jl is a Julia package for

Lijun Wang, Hongyu Zhao and Xiaodan Fan (2023). Degrees of Freedom: Search Cost and Self-consistency. Manuscript.

The documentation elaborates on the degrees of freedom of various popular machine learning methods, including Lasso, Best Subset, Regression Tree, Splines and MARS.


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