Code and data for ``Exact Inference for Transformed Large-Scale Varying Coefficient
Models with Applications"

Main R Files
1. Main_LVCFP-Spline.R : Main code for the proposed Large Scale algorithm for fitting VCF models with P-Spline.
	To use this R code, please set up the path of this R file in the line 3 of the code.
2. Model_selection.R: 
   - Main code for the parameter tuning for fitting the proposed method.

To demonstrate the use of the main files, an demonstration example is created in the file whose name is Demonstration Example.

We also use  these main R files to generate all figures in main paper and supplemental material. The resulting R code, data, and figures are summarized in the file whose name is Code_Summary, including two sections: Simulation [Section 3 of the paper] and Real Data Analysis [Section 4 of the paper]. Note: The original dataset of the real data analysis https://www.openicpsr.org/openicpsr/project/210228/version/V2/view.

Note: Please set path you save the R code when using the R code. 