natural: Estimating the Error Variance in a High-Dimensional Linear Model

Implementation of the two error variance estimation methods in high-dimensional linear models of Yu, Bien (2017) <arXiv:1712.02412>.

Package details

AuthorGuo Yu [aut, cre]
MaintainerGuo Yu <[email protected]>
LicenseGPL-3
Version0.9.0
URL https://arxiv.org/abs/1712.02412
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("natural")

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natural documentation built on Jan. 20, 2018, 9:43 a.m.