Man pages for EAlasso
Simulation Based Inference of Lasso Estimator
| cv.lasso | Compute K-fold cross-validated mean squared error for lasso |
| hdIS | Compute importance weights for lasso, group lasso, scaled... |
| Lasso.MHLS | Compute lasso estimator |
| MHLS | Metropolis-Hastings sampler for lasso estimator under the... |
| PB.CI | Provide '(1-alpha)%' confidence interval of each coefficients |
| PBsampler | Parametric Bootstrap sampler for lasso, group lasso, scaled... |
| plot.MHLS | Plot Metropolis-Hastings sampler outputs |
| Postinference.MHLS | Post-inference for lasso estimator |
| print.MHLS | Print Metropolis-Hastings sampler outputs |
| summary.MHLS | Summarizing Metropolis-Hastings sampler outputs |
