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

Package details

Maintainer
LicenseLGPL-3
Version0.1.0
URL https://github.com/shabbychef/epsiwal
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("shabbychef/epsiwal")
shabbychef/epsiwal documentation built on June 29, 2019, 11:37 p.m.