SILM v1.0.0
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Simultaneous Inference for Linear Models
Simultaneous inference procedures for high-dimensional linear models as described by Zhang, X., and Cheng, G. (2017) <doi:10.1080/01621459.2016.1166114>.
Functions in SILM
Name | Description | |
ST | Testing for Sparse Signals | |
Sim.CI | Simultaneous Confidence Interval | |
Step | Stepdown Method for Multiple Testing | |
SR | Support Recovery Procedure | |
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Details
Type | Package |
Date | 2019-01-05 |
DependsNote | scalreg does not correctly import lars etc, so we need to depend on it |
License | GPL-3 |
NeedsCompilation | no |
Encoding | UTF-8 |
Repository | CRAN |
Packaged | 2019-01-05 16:17:30 UTC; jinchengbai |
Date/Publication | 2019-01-09 17:50:36 UTC |
imports | glmnet , hdi , parallel , SIS , stats , utils |
depends | scalreg |
Contributors | Guang Cheng, Xianyang Zhang, Jincheng Bai |
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