Nonparametric Estimation by the Method of Sieves R package Sieve version 2.1 Performs multivariate nonparametric regression/classification by the method of sieves (using orthogonal basis). The method is suitable for moderate high-dimensional features (dimension < 100). The l1-penalized sieve estimator, a nonparametric generalization of Lasso, is adaptive to the feature dimension with provable theoretical guarantees. We also include a nonparametric stochastic gradient descent estimator, Sieve-SGD, for online or large scale batch problems. Details of the methods can be found in: <arXiv:2206.02994> <arXiv:2104.00846><arXiv:2310.12140>. Software Imports: Rcpp, combinat, glmnet, methods, MASS LinkingTo: Rcpp, RcppArmadillo Tianyu Zhang <tianyuz3@andrew.cmu.edu> Comprehensive R Archive Network (CRAN) Tianyu Zhang GPL-2 2023-10-19 application/tgz https://CRAN.R-project.org/package=Sieve doi:10.32614/CRAN.package.Sieve