IRCcheck-package: IRCcheck: Irrepresentable Condition Check

In IRCcheck: Irrepresentable Condition Check

Description

L1 regularization requires the IRC for consistent model selection, that is, with more data, the true model is converged upon. This package allows for checking the IRC in both regression and Gaussian graphical models.

         Importantly, the IRC cannot be checked in real data. The primary 
         use for this package is to explore the IRC in a \emph{true} model
         that may be used in a simulation study. Alternatively, it is very 
         informative to simply look at the IRC as a function of sparsity
         and the number of variables, including the regularization path
         and false selections.

IRCcheck documentation built on April 9, 2021, 9:08 a.m.