hdi v0.1-7

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by Lukas Meier View Source

High-Dimensional Inference

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

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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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