Man pages for seunghyunmin/EAinference
Estimator Augmentation and Simulation-Based Inference

cv.lassoCompute K-fold cross-validated mean squared error for lasso
hdISCompute importance weights for lasso, group lasso, scaled...
lassoFitCompute lasso estimator
MHLSMetropolis-Hastings lasso sampler under a fixed active set.
PB.CIProvide '(1-alpha)%' confidence interval of each coefficients
PBsamplerParametric bootstrap sampler for lasso, group lasso, scaled...
plot.MHLSPlot Metropolis-Hastings sampler outputs
Postinference.MHLSPost-selection individual inference with lasso estimator
print.MHLSPrint Metropolis-Hastings sampler outputs
summary.MHLSSummarizing Metropolis-Hastings sampler outputs
seunghyunmin/EAinference documentation built on May 9, 2019, 5:58 p.m.