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gfiUltra: Generalized Fiducial Inference for Ultrahigh-Dimensional Regression
Variable selection for ultrahigh-dimensional ("large p small n") linear Gaussian models using a fiducial framework allowing to draw inference on the parameters. Reference: Lai, Hannig & Lee (2015) <doi:10.1080/01621459.2014.931237>.
Getting started
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Package details |
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| Author | Stéphane Laurent [aut, cre] |
| Maintainer | Stéphane Laurent <laurent_step@outlook.fr> |
| License | GPL-3 |
| Version | 1.0.0 |
| URL | https://github.com/stla/gfiUltra |
| Package repository | View on CRAN |
| Installation |
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