hdi-package: hdi

Description Details Author(s) References

Description

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

Details

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Author(s)

Lukas Meier, Ruben Dezeure, Nicolai Meinshausen, Martin Mächler, Peter Bühlmann, Maintainer: Lukas Meier <meier@stat.math.ethz.ch>

References

Dezeure, R., Bühlmann, 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 Bühlmann, 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 Bühlmann, P. (2010) Stability selection (with discussion). Journal of the Royal Statistical Society: Series B 72, 417–473.


hdi documentation built on May 27, 2021, 3 p.m.