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) postselection inference for lasso.
Package details 


Maintainer  Seunghyun Min <[email protected]> 
License  GPL (>=2) 
Version  0.1.0 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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