epsiwal: Exact Post Selection Inference with Applications to the Lasso

Implements the conditional estimation procedure of Lee, Sun, Sun and Taylor (2016) <doi:10.1214/15-AOS1371>. This procedure allows hypothesis testing on the mean of a normal random vector subject to linear constraints.

Getting started

Package details

AuthorSteven E. Pav [aut, cre] (<https://orcid.org/0000-0002-4197-6195>)
MaintainerSteven E. Pav <shabbychef@gmail.com>
LicenseLGPL-3
Version0.1.0
URL https://github.com/shabbychef/epsiwal
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("epsiwal")

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epsiwal documentation built on July 2, 2019, 5:07 p.m.