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|
|Maintainer||Taylor B. Arnold <[email protected]>|
|License||GPL (>= 2.0)|
|Package repository||View on R-Forge|
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