HurdleDMR

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

Bryan Kelly, Asaf Manela & Alan Moreira (2021) Text Selection, Journal of Business & Economic Statistics (ungated preprint).

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

Read the documentation and tutorials to learn more.