| AdvStatComp-package | Package containing functions for my project for the course... |
| EstAllModels | Estimate all submodels |
| FMA | Frequentist Model Averaging |
| Generate.S | Generate the S matrix |
| Hansen | Generate data as in Hansen (2007) |
| LeebPoetscher | Generate data as in Leeb and Poetscher (2006) |
| PIE | Perturbation index |
| Tibshirani | Generate data as in Tibshirani (1996) |
| Wrapper.Glmnet | Wrapper function for using glmnet |
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