hdi-package: hdi

Description Details Author(s) References

Description

Implementation of multiple approaches to perform inference in high-dimensional models.

Details

The DESCRIPTION file: This package was not yet installed at build time.

Index: This package was not yet installed at build time.

Author(s)

Lukas Meier, Ruben Dezeure, Nicolai Meinshausen, Martin M<c3><a4>chler, Peter B<c3><bc>hlmann, Maintainer: Lukas Meier <[email protected]>

References

Dezeure, R., B<c3><bc>hlmann, P., Meier, L. and Meinshausen, N. (2015) High-dimensional inference: confidence intervals, p-values and R-software hdi. Statistical Science 30, 533–558.

Meinshausen, N., Meier, L. and B<c3><bc>hlmann, P. (2009) P-values for high-dimensional regression. Journal of the American Statistical Association 104, 1671–1681.

Meinshausen, N. (2015) Group-bound: confidence intervals for groups of variables in sparse high-dimensional regression without assumptions on the design. Journal of the Royal Statistical Society: Series B, 77(5), 923–945.

Meinshausen, N. and B<c3><bc>hlmann, P. (2010) Stability selection (with discussion). Journal of the Royal Statistical Society: Series B 72, 417–473.


hdi documentation built on May 31, 2017, 2:57 a.m.