hdlm: Fitting High Dimensional Linear Models

Mimics the lm function found in the recommended package stats to fit high dimensional regression models with point estimates, standard errors, and p-values. Methods for printing and summarizing the results are given. Supports lasso estimator, Dantzig selector, mc+, root-lasso, and scad. Methods are provided for the resulting class hdlm corresponding to methods for the class lm.

Getting started

Package details

AuthorTaylor B. Arnold
MaintainerTaylor B. Arnold <taylor.arnold@yale.edu>
LicenseGPL (>= 2.0)
Version0.2
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("hdlm", repos="http://R-Forge.R-project.org")

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hdlm documentation built on May 2, 2019, 6:14 p.m.