varEst (version 0.1.0)

Variance Estimation

Description

Error variance estimation in ultrahigh dimensional datasets with four different methods, viz. Refitted cross validation, k-fold refitted cross validation, Bootstrap-refitted cross validation, Ensemble method.

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Version

Install

install.packages('varEst')

Monthly Downloads

119

Version

0.1.0

License

GPL-3

Maintainer

Sayanti Majumdar

Last Published

September 23rd, 2019

Functions in varEst (0.1.0)

ensemble

Variance Estimation with Ensemble method

bsrcv

Variance Estimation with Bootstrap-RCV

krcv

Variance Estimation with kfold-RCV

rcv

Variance Estimation with Refitted Cross Validation(RCV)

varEst-package

varEst