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.


Reference manual

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1.0-2 by Xin Xu, 4 years ago

Browse source code at https://github.com/cran/HDCI

Authors: Hanzhong Liu , Xin Xu , Jingyi Jessica Li

Documentation:   PDF Manual  

GNU General Public License version 2 license

Imports glmnet, slam, parallel, foreach, iterators, doParallel, lattice, Matrix, mvtnorm

Imported by CSUV, IFAA.

See at CRAN