hdi: High-Dimensional Inference

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Implementation of multiple approaches to perform inference in high-dimensional models.

Author
Lukas Meier [aut, cre], Ruben Dezeure [aut], Nicolai Meinshausen [aut], Martin Maechler [aut], Peter Buehlmann [aut]
Date of publication
2016-03-21 23:19:29
Maintainer
Lukas Meier <meier@stat.math.ethz.ch>
License
GPL
Version
0.1-6

View on CRAN

Man pages

fdr.adjust
Function to calculate FDR adjusted p-values
glm.pval
Function to calculate p-values for a generalized linear...
hdi
Function to perform inference in high-dimensional...
hdi-package
hdi
lasso.cv
Select Predictors via (10-fold) Cross-Validation of the Lasso
lasso.firstq
Determine the first q Predictors in the Lasso Path
lasso.proj
P-values based on lasso projection method
lm.ci
Function to calculate confidence intervals for ordinary...
lm.pval
Function to calculate p-values for ordinary multiple linear...
multi.split
Calculate P-values Based on Multi-Splitting Approach
riboflavin
Riboflavin data set
ridge.proj
P-values based on ridge projection method
stability
Function to perform stability selection

Files in this package

hdi
hdi/inst
hdi/inst/CITATION
hdi/inst/NEWS.Rd
hdi/tests
hdi/tests/ex-clusterGroupBound.R
hdi/tests/test-multisplit.R
hdi/tests/test-lasso.R
hdi/tests/ex-lasso.proj.R
hdi/tests/test-stability.R
hdi/tests/groupTsts.R
hdi/tests/test-ridge.R
hdi/tests/ex-plotClusterGroupBound.R
hdi/NAMESPACE
hdi/data
hdi/data/riboflavin.RData
hdi/data/datalist
hdi/R
hdi/R/helpers.R
hdi/R/reference.datasets.R
hdi/R/stability.R
hdi/R/ridge-proj.R
hdi/R/hdi.R
hdi/R/methods.R
hdi/R/lower-bound.R
hdi/R/helpers.nodewise.R
hdi/R/lasso-proj.R
hdi/R/multi-split.hierarchical.R
hdi/R/multi-split.R
hdi/MD5
hdi/build
hdi/build/partial.rdb
hdi/DESCRIPTION
hdi/man
hdi/man/plotClusterGroupBound.rd
hdi/man/hdi-package.Rd
hdi/man/clusterGroupBound.rd
hdi/man/lasso.firstq.Rd
hdi/man/hdi.Rd
hdi/man/rXb.rd
hdi/man/lm.ci.Rd
hdi/man/glm.pval.Rd
hdi/man/groupBound.rd
hdi/man/ridge.proj.Rd
hdi/man/stability.Rd
hdi/man/multi.split.Rd
hdi/man/lasso.proj.Rd
hdi/man/lm.pval.Rd
hdi/man/lasso.cv.Rd
hdi/man/riboflavin.Rd
hdi/man/fdr.adjust.Rd