SIHR: Statistical Inference in High Dimensional Regression

The goal of SIHR is to provide inference procedures in the high-dimensional generalized linear regression setting for: (1) linear functionals <doi:10.48550/arXiv.1904.12891> <doi:10.48550/arXiv.2012.07133>, (2) conditional average treatment effects, (3) quadratic functionals <doi:10.48550/arXiv.1909.01503>, (4) inner product, (5) distance.

Package details

AuthorZhenyu Wang [aut], Prabrisha Rakshit [aut], Tony Cai [aut], Zijian Guo [aut, cre]
MaintainerZijian Guo <zijguo@stat.rutgers.edu>
LicenseGPL-3
Version2.1.0
URL https://zywang0701.github.io/SIHR/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SIHR")

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SIHR documentation built on May 29, 2024, 7:22 a.m.