# hdi v0.1-7

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## High-Dimensional Inference

Implementation of multiple approaches to perform inference in high-dimensional models.

## Functions in hdi

Name | Description | |

hdi-package | hdi | |

lasso.cv | Select Predictors via (10-fold) Cross-Validation of the Lasso | |

riboflavin | Riboflavin data set | |

rXb | Generate Data Design Matrix \(X\) and Coefficient Vector \(\beta\) | |

multi.split | Calculate P-values Based on Multi-Splitting Approach | |

plot.clusterGroupBound | Plot output of hierarchical testing of groups of variables | |

lasso.firstq | Determine the first q Predictors in the Lasso Path | |

lasso.proj | P-values based on lasso projection method | |

ridge.proj | P-values based on ridge projection method | |

fdr.adjust | Function to calculate FDR adjusted p-values | |

glm.pval | Function to calculate p-values for a generalized linear model. | |

stability | Function to perform stability selection | |

hdi | Function to perform inference in high-dimensional (generalized) linear models | |

groupBound | Lower bound on the l1-norm of groups of regression variables | |

boot.lasso.proj | P-values based on the bootstrapped lasso projection method | |

lm.ci | Function to calculate confidence intervals for ordinary multiple linear regression. | |

lm.pval | Function to calculate p-values for ordinary multiple linear regression. | |

clusterGroupBound | Hierarchical structure group tests in linear model | |

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## Last month downloads

## Details

Type | Package |

Date | 2019-03-27 |

DependsNote | scalreg does not correctly import lars etc, so we need to depend on it |

SuggestsNote | for tests only |

Encoding | UTF-8 |

License | GPL |

Repository | CRAN |

Repository/R-Forge/Project | hdi |

Repository/R-Forge/Revision | 155 |

Repository/R-Forge/DateTimeStamp | 2019-03-29 09:03:20 |

Date/Publication | 2019-03-29 10:50:03 UTC |

NeedsCompilation | no |

Packaged | 2019-03-29 09:10:52 UTC; rforge |

imports | glmnet , graphics , grDevices , linprog , MASS , parallel , stats |

suggests | Matrix |

depends | scalreg |

Contributors | Ruben Dezeure, Peter Buehlmann, Nicolai Meinshausen, Martin Maechler, Lukas Meier |

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