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")`

Author | Ryan Tibshirani, Rob Tibshirani, Jonathan Taylor, Joshua Loftus, Stephen Reid |

Date of publication | 2017-01-17 01:02:56 |

Maintainer | Rob Tibshirani <tibs@stanford.edu> |

License | GPL-2 |

Version | 1.2.2 |

**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

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 |

src

src/matrixcomps.c

src/truncnorm.c

NAMESPACE

R

R/funs.groupfs.R
R/funs.quadratic.R
R/funs.fixed.R
R/funs.common.R
R/funs.manymeans.R
R/funs.max.R
R/funs.fs.R
R/funs.inf.R
R/funs.fixedLogit.R
R/funs.fixedCox.R
R/funs.lar.R
MD5

DESCRIPTION

man

man/groupfsInf.Rd
man/groupfs.Rd
man/selectiveInference-internal.Rd
man/larInf.Rd
man/predict.groupfs.Rd
man/plot.fs.Rd
man/predict.fs.Rd
man/selectiveInference.Rd
man/lar.Rd
man/fs.Rd
man/forwardStop.Rd
man/factorDesign.Rd
man/plot.lar.Rd
man/estimateSigma.Rd
man/fsInf.Rd
man/fixedLassoInf.Rd
man/predict.lar.Rd
man/scaleGroups.Rd
man/manyMeans.Rd
Questions? Problems? Suggestions? Tweet to @rdrrHQ 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.

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