ypark39/testSeungmin: Simulation based Inference of Lasso Estimator
Version 0.1.0

Simulation based inference of lasso estimator. It provides several sampling methods to sample lasso estimator: (a) Gaussian and wild multiplier bootstrap for lasso, group lasso, scaled lasso and scaled group lasso, (b) importance sampler for lasso, group lasso, scaled lasso and scaled group lasso, (c) Markov chain Monte Carlo sampler for lasso, (d) post-selection inference for lasso.

Getting started

Package details

MaintainerSeunghyun Min <[email protected]>
LicenseGPL (>=2)
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("ypark39/testSeungmin")
ypark39/testSeungmin documentation built on Aug. 28, 2017, 12:02 a.m.