selectiveInference v1.2.5

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Tools for Post-Selection Inference

New tools for post-selection inference, for use with forward stepwise regression, least angle regression, the lasso, and the many means problem. The lasso function implements Gaussian, logistic and Cox survival models.

Functions in selectiveInference

Name Description
debiasingMatrix Find an approximate inverse of a non-negative definite matrix.
estimateSigma Estimate the noise standard deviation in regression
forwardStop ForwardStop rule for sequential p-values
plot.fs Plot function for forward stepwise regression
plot.lar Plot function for least angle regression
predict.fs Prediction and coefficient functions for forward stepwise regression
predict.groupfs Prediction and coefficient functions for groupfs.
selectiveInference Tools for selective inference
selectiveInference-internal Internal PMA functions
scaleGroups Center and scale design matrix by groups
fsInf Selective inference for forward stepwise regression
randomizedLassoInf Inference for the randomized lasso, with a fixed lambda
groupfs Select a model with forward stepwise.
fs Forward stepwise regression
larInf Selective inference for least angle regression
lar Least angle regression
groupfsInf Compute selective p-values for a model fitted by groupfs.
manyMeans Selective inference for many normal means
predict.lar Prediction and coefficient functions for least angle regression
randomizedLasso Inference for the randomized lasso, with a fixed lambda
ROSI Relevant One-step Selective Inference for the LASSO
factorDesign Expand a data frame with factors to form a design matrix with the full binary encoding of each factor.
TG.interval Truncated Gaussian confidence interval.
TG.limits Truncation limits and standard deviation.
fixedLassoInf Inference for the lasso, with a fixed lambda
TG.pvalue Truncated Gaussian p-value.
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Details

Type Package
Date 2019-09-04
License GPL-2
RoxygenNote 5.0.1
LinkingTo Rcpp
NeedsCompilation yes
Packaged 2019-09-05 23:44:03 UTC; jonathantaylor
Repository CRAN
Date/Publication 2019-09-07 07:00:02 UTC

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