HDCI: High Dimensional Confidence Interval Based on Lasso and Bootstrap

Fits regression models on high dimensional data to estimate coefficients and use bootstrap method to obtain confidence intervals. Choices for regression models are Lasso, Lasso+OLS, Lasso partial ridge, Lasso+OLS partial ridge.

Getting started

Package details

AuthorHanzhong Liu, Xin Xu, Jingyi Jessica Li
MaintainerXin Xu <xin.xu@yale.edu>
LicenseGNU General Public License version 2
Version1.0-2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HDCI")

Try the HDCI package in your browser

Any scripts or data that you put into this service are public.

HDCI documentation built on May 2, 2019, 4:48 a.m.