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>.

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Package details

AuthorStéphane Laurent [aut, cre]
MaintainerStéphane Laurent <>
Package repositoryView on CRAN
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gfiUltra documentation built on Dec. 15, 2020, 5:09 p.m.