Man pages for EAlasso
Simulation Based Inference of Lasso Estimator

cv.lassoCompute K-fold cross-validated mean squared error for lasso
hdISCompute importance weights for lasso, group lasso, scaled...
Lasso.MHLSCompute lasso estimator
MHLSMetropolis-Hastings sampler for lasso estimator under the...
PB.CIProvide '(1-alpha)%' confidence interval of each coefficients
PBsamplerParametric Bootstrap sampler for lasso, group lasso, scaled...
plot.MHLSPlot Metropolis-Hastings sampler outputs
Postinference.MHLSPost-inference for lasso estimator
print.MHLSPrint Metropolis-Hastings sampler outputs
summary.MHLSSummarizing Metropolis-Hastings sampler outputs
EAlasso documentation built on Sept. 1, 2017, 9:03 a.m.