selectiveInference: Tools for Post-Selection Inference

Share:

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.

Author
Ryan Tibshirani, Rob Tibshirani, Jonathan Taylor, Joshua Loftus, Stephen Reid
Date of publication
2016-06-09 19:59:13
Maintainer
Rob Tibshirani <tibs@stanford.edu>
License
GPL-2
Version
1.2.0

View on CRAN

Man pages

estimateSigma
Estimate the noise standard deviation in regression
factorDesign
Expand a data frame with factors to form a design matrix with...
fixedLassoInf
Inference for the lasso, with a fixed lambda
forwardStop
ForwardStop rule for sequential p-values
fs
Forward stepwise regression
fsInf
Selective inference for forward stepwise regression
groupfs
Select a model with forward stepwise.
groupfsInf
Compute selective p-values for a model fitted by 'groupfs'.
lar
Least angle regression
larInf
Selective inference for least angle regression
manyMeans
Selective inference for many normal means
plot.fs
Plot function for forward stepwise regression
plot.lar
Plot function for least angle regression
predict.fs
Prediction and coefficient functions for forward stepwise...
predict.groupfs
Prediction and coefficient functions for 'groupfs'. Make...
predict.lar
Prediction and coefficient functions for least angle...
scaleGroups
Center and scale design matrix by groups
selectiveInference
Tools for selective inference
selectiveInference-internal
Internal PMA functions

Files in this package

selectiveInference
selectiveInference/src
selectiveInference/src/matrixcomps.c
selectiveInference/src/truncnorm.c
selectiveInference/NAMESPACE
selectiveInference/R
selectiveInference/R/funs.groupfs.R
selectiveInference/R/funs.quadratic.R
selectiveInference/R/funs.fixed.R
selectiveInference/R/funs.common.R
selectiveInference/R/funs.manymeans.R
selectiveInference/R/funs.max.R
selectiveInference/R/funs.fs.R
selectiveInference/R/funs.inf.R
selectiveInference/R/funs.fixedLogit.R
selectiveInference/R/funs.fixedCox.R
selectiveInference/R/funs.lar.R
selectiveInference/MD5
selectiveInference/DESCRIPTION
selectiveInference/man
selectiveInference/man/groupfsInf.Rd
selectiveInference/man/groupfs.Rd
selectiveInference/man/selectiveInference-internal.Rd
selectiveInference/man/larInf.Rd
selectiveInference/man/predict.groupfs.Rd
selectiveInference/man/plot.fs.Rd
selectiveInference/man/predict.fs.Rd
selectiveInference/man/selectiveInference.Rd
selectiveInference/man/lar.Rd
selectiveInference/man/fs.Rd
selectiveInference/man/forwardStop.Rd
selectiveInference/man/factorDesign.Rd
selectiveInference/man/plot.lar.Rd
selectiveInference/man/estimateSigma.Rd
selectiveInference/man/fsInf.Rd
selectiveInference/man/fixedLassoInf.Rd
selectiveInference/man/predict.lar.Rd
selectiveInference/man/scaleGroups.Rd
selectiveInference/man/manyMeans.Rd