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.


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install.packages("HDCI")

1.0-2 by Xin Xu, 3 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 tensorsparse.


See at CRAN