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.

AuthorTaylor B. Arnold
Date of publicationNone
MaintainerTaylor B. Arnold <taylor.arnold@yale.edu>
LicenseGPL (>= 2.0)
Version0.2

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Functions

anova.hdlm Man page
case.names.hdlm Man page
deviance.hdlm Man page
df.residual.hdlm Man page
dselector Man page
effects.hdlm Man page
family.hdlm Man page
formula.hdlm Man page
hdlm Man page
hdlm.fit Man page
HDprintCoefmat Man page
labels.hdlm Man page
model.frame.hdlm Man page
model.matrix.hdlm Man page
plot.hdlm Man page
predict.hdlm Man page
print.hdlm Man page
print.summary.hdlm Man page
qr.hdlm Man page
residuals.hdlm Man page
rootlasso Man page
simulate.hdlm Man page
summary.hdlm Man page
variable.names.hdlm Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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