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

Package details

AuthorRyan Tibshirani, Rob Tibshirani, Jonathan Taylor, Joshua Loftus, Stephen Reid, Jelena Markovic
MaintainerRob Tibshirani <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the selectiveInference package in your browser

Any scripts or data that you put into this service are public.

selectiveInference documentation built on Sept. 7, 2019, 9:02 a.m.