prabrishar1/SIHR: Statistical Inference in High Dimensional Regression

The goal of SIHR is to provide inference procedures in the high-dimensional setting for (1) linear functionals in generalized linear regression ('Cai et al.' (2019) <arXiv:1904.12891>, 'Guo et al.' (2020) <arXiv:2012.07133>, 'Cai et al.' (2021)), (2) conditional average treatment effects in generalized linear regression, (3) quadratic functionals in generalized linear regression ('Guo et al.' (2019) <arXiv:1909.01503>). (4) inner product in generalized linear regression (5) distance in generalized linear regression.

install.packages("remotes")
remotes::install_github("prabrishar1/SIHR")