Package: EAinference 0.2.5
EAinference: Estimator Augmentation and Simulation-Based Inference
Estimator augmentation methods for statistical inference on high-dimensional data, as described in Zhou, Q. (2014) <arxiv:1401.4425v2> and Zhou, Q. and Min, S. (2017) <doi:10.1214/17-EJS1309>. It provides several simulation-based inference methods: (a) Gaussian and wild multiplier bootstrap for lasso, group lasso, scaled lasso, scaled group lasso and their de-biased estimators, (b) importance sampler for approximating p-values in these methods, (c) Markov chain Monte Carlo lasso sampler with applications in post-selection inference.
Authors:
EAinference_0.2.5.tar.gz
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EAinference.pdf |EAinference.html✨
EAinference/json (API)
# Install 'EAinference' in R: |
install.packages('EAinference', repos = c('https://seunghyunmin.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/seunghyunmin/eainference/issues
Last updated 6 years agofrom:f6e6ff03d4. Checks:OK: 3 NOTE: 4. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 30 2024 |
R-4.5-win | NOTE | Oct 30 2024 |
R-4.5-linux | NOTE | Oct 30 2024 |
R-4.4-win | NOTE | Oct 30 2024 |
R-4.4-mac | NOTE | Oct 30 2024 |
R-4.3-win | OK | Oct 30 2024 |
R-4.3-mac | OK | Oct 30 2024 |
Exports:cv.lassohdISlassoFitMHLSPB.CIPBsamplerpostInference.MHLS
Dependencies:clicodetoolsexpmfansiforeachgenericsgglassoglmnetgluehdiiteratorslarslatticelifecyclelimSolvelinproglpSolvemagrittrMASSMatrixmsmmvtnormpillarpkgconfigquadprogRcppRcppEigenrlangscalregshapesurvivaltibbleutf8vctrs