BSciCoverfun | Compute CI for bootstrap-calibrated methods |
BSDesparseLasso | Bootstrap-calibrated Desparsified Lasso |
BSSplitLasso | Bootstrap-calibrated R-split method |
cvDesparse | Select the optimal tuning for bootstrap-calibrated... |
cvSplit | Select the optimal tuning for bootstrap-calibrated R-Split... |
IFvarestbiascorr | Cross-validation metric |
sigmaMatNew | Generate different types of covariance matrices |
Zmatrix | Generate the nodewise Lasso matrix used in desparsified Lasso |
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