varEst: Variance Estimation

Error variance estimation in ultrahigh dimensional datasets with four different methods, viz. Refitted cross validation, k-fold refitted cross validation, Bootstrap-refitted cross validation, Ensemble method.

Package details

AuthorSayanti Guha Majumdar, Anil Rai, Dwijesh Chandra Mishra
MaintainerSayanti Guha Majumdar <sayanti23gm@gmail.com>
LicenseGPL-3
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("varEst")

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varEst documentation built on Sept. 23, 2019, 5:04 p.m.