shabbychef/epsiwal: Exact Post Selection Inference with Applications to the Lasso
Implements the conditional estimation procedure of Lee, Sun, Sun and Taylor (2016) <doi:10.1214/15-AOS1371>. This procedure allows hypothesis testing on the mean of a normal random vector subject to linear constraints.
Getting started
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Package details |
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| Maintainer | |
| License | LGPL-3 |
| Version | 0.1.0 |
| URL | https://github.com/shabbychef/epsiwal |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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