crs
This is the R package `crs' (Categorical Regression Splines) written and maintained by Jeffrey S. Racine (racinej@mcmaster.ca) with the invaluable assistance of Zhenghua Nie.
Installation
You can install the stable version on CRAN:
install.packages('crs', dependencies = TRUE)Or download the zip ball or tar ball, decompress and run R CMD INSTALL on it, or install then use the devtools package to install the development version:
library(devtools); install_github('R-Package-crs', 'JeffreyRacine')Note Windows users have to first install Rtools, while OS X users have to first install Xcode and the command line tools (in OS X 10.9 or higher, once you have Xcode installed, open a terminal and run xcode-select --install).
For more information on this project please visit the maintainer's website (http://www.economics.mcmaster.ca/faculty/racinej).