varEst-package: Variance Estimation
In varEst: Variance Estimation

Description Details Author(s) References

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.

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Sayanti Guha Majumdar, Anil Rai, Dwijesh Chandra Mishra

Maintainer: Sayanti Guha Majumdar <sayanti23gm@gmail.com>

Fan, J., Guo, S., Hao, N. (2012).Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Journal of the Royal Statistical Society, 74(1), 37-65
Ravikumar, P., Lafferty, J., Liu, H. and Wasserman, L. (2009). Sparse additive models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 71(5), 1009-1030
Tibshirani, R. (1996). Regression shrinkage and selection via the Lasso. Journal of Royal Statistical Society, 58, 267-288

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