PosiR: Post-Selection Inference via Simultaneous Confidence Intervals

Post-selection inference in linear regression models, constructing simultaneous confidence intervals across a user-specified universe of models. Implements the methodology described in Kuchibhotla, Kolassa, and Kuffner (2022) "Post-Selection Inference" <doi:10.1146/annurev-statistics-100421-044639> to ensure valid inference after model selection, with applications in high-dimensional settings like Lasso selection.

Package details

AuthorHenry Chukwuma [aut, cre]
MaintainerHenry Chukwuma <chukyhenry55@gmail.com>
LicenseMIT + file LICENSE
Version0.1.2
URL https://github.com/Chukyhenry/PosiR
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PosiR")

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PosiR documentation built on June 8, 2025, 12:24 p.m.