HDCI: High Dimensional Confidence Interval Based on Lasso and
Bootstrap
Fits regression models on high dimensional data to estimate coefficients and use bootstrap method to obtain confidence intervals. Choices for regression models are Lasso, Lasso+OLS, Lasso partial ridge, Lasso+OLS partial ridge.
Version: |
1.0-2 |
Imports: |
glmnet, slam, parallel, foreach, iterators, doParallel, lattice, Matrix, mvtnorm |
Published: |
2017-06-06 |
Author: |
Hanzhong Liu, Xin Xu, Jingyi Jessica Li |
Maintainer: |
Xin Xu <xin.xu at yale.edu> |
License: |
GNU General Public License version 2 |
NeedsCompilation: |
no |
CRAN checks: |
HDCI results |
Documentation:
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