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selectiveInference: Tools for Post-Selection Inference
New tools for post-selection inference, for use with forward stepwise regression, least angle regression, the lasso, and the many means problem. The lasso function implements Gaussian, logistic and Cox survival models.
Getting started
Browse package contents
Package details |
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| Author | Ryan Tibshirani, Rob Tibshirani, Jonathan Taylor, Joshua Loftus, Stephen Reid, Jelena Markovic |
| Maintainer | Rob Tibshirani <tibs@stanford.edu> |
| License | GPL-2 |
| Version | 1.2.5 |
| Package repository | View on CRAN |
| Installation |
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