CRAN/E | HDCI

HDCI

High Dimensional Confidence Interval Based on Lasso and Bootstrap

Installation

About

Fits regression models on high dimensional data to estimate coefficients and use bootstrap method to obtain confidence intervals. Choices for regression models are Lasso, Lasso+OLS, Lasso partial ridge, Lasso+OLS partial ridge.

Key Metrics

Version 1.0-2
Published 2017-06-06 2519 days ago
Needs compilation? no
License GNU General Public License version 2
CRAN checks HDCI results

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Maintainer

Maintainer

Xin Xu

xin.xu@yale.edu

Authors

Hanzhong Liu
Xin Xu
Jingyi Jessica Li

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Imports

glmnet
slam
parallel
foreach
iterators
doParallel
lattice
Matrix
mvtnorm

Reverse Imports

IFAA