hdlm: Fitting High Dimensional Linear Models

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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.

Author
Taylor B. Arnold
Date of publication
None
Maintainer
Taylor B. Arnold <taylor.arnold@yale.edu>
License
GPL (>= 2.0)
Version
0.2

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Man pages

hdlm
Fitting High Dimensional Linear Models

Files in this package

hdlm
hdlm/NAMESPACE
hdlm/R
hdlm/R/hdlm.R
hdlm/R/hdlm.fit.R
hdlm/R/dselector.R
hdlm/R/rootlasso.R
hdlm/R/HDprintCoefmat.R
hdlm/DESCRIPTION
hdlm/man
hdlm/man/hdlm.Rd