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.

Install the latest version of this package by entering the following in R:
install.packages("selectiveInference")
AuthorRyan Tibshirani, Rob Tibshirani, Jonathan Taylor, Joshua Loftus, Stephen Reid
Date of publication2017-01-17 01:02:56
MaintainerRob Tibshirani <tibs@stanford.edu>
LicenseGPL-2
Version1.2.2

View on CRAN

Functions

coef.fs Man page
coef.lar Man page
estimateSigma Man page
factorDesign Man page
fixedLassoInf Man page
forwardStop Man page
fs Man page
fsInf Man page
groupfs Man page
groupfsInf Man page
lar Man page
larInf Man page
manyMeans Man page
plot.fs Man page
plot.lar Man page
predict.fs Man page
predict.groupfs Man page
predict.lar Man page
print.fixedLassoInf Man page
print.fs Man page
print.fsInf Man page
print.lar Man page
print.larInf Man page
print.manyMeans Man page
scaleGroups Man page
selectiveInference Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.