lassoscore: High-Dimensional Inference with the Penalized Score Test

Use the lasso regression method to perform approximate inference in high dimensions, by penalizing the effects of nuisance parameters.

Getting started

Package details

AuthorArie Voorman <arie.voorman@gmail.com>
MaintainerArie Voorman <arie.voorman@gmail.com>
LicenseGPL (>= 2)
Version0.6
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lassoscore")

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lassoscore documentation built on May 2, 2019, 5:12 a.m.