SIHR: Statistical Inference in High Dimensional Regression

The goal of SIHR is to provide inference procedures in the high-dimensional setting for (1) linear functionals in generalized linear regression ('Cai et al.' (2019) <arXiv:1904.12891>, 'Guo et al.' (2020) <arXiv:2012.07133>, 'Cai et al.' (2021)), (2) conditional average treatment effects in generalized linear regression, (3) quadratic functionals in generalized linear regression ('Guo et al.' (2019) <arXiv:1909.01503>). (4) inner product in generalized linear regression (5) distance in generalized linear regression.

Getting started

Package details

AuthorPrabrisha Rakshit, Zhenyu Wang, Tony Cai, Zijian Guo
MaintainerZijian Guo <zijguo@stat.rutgers.edu>
LicenseGPL-3
Version2.0.1
URL https://github.com/prabrishar1/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 April 9, 2023, 5:08 p.m.