statcao/LOCOpath: R package for high-dimensional inference using LOCO regularization path

An implementation of the new high-dimensional inference method using LOCO regularization path. It includes the calculation of test statistics and p-value. It also supports the simulation of the power.

Getting started

Package details

Maintainer
LicenseMIT
Version0.0.0.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("statcao/LOCOpath")
statcao/LOCOpath documentation built on July 11, 2020, 6:44 p.m.