Statistical Inference in High Dimensional Regression

Inference procedures in the high-dimensional setting for (1) linear functionals and quadratic functionals in linear regression ('Cai et al.' (2019) , 'Guo et al.' (2019) ), (2) linear functional in logistic regression ('Guo et al.' ), (3) individual treatment effects in linear and logistic regression.


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install.packages("SIHR")

0.1.0 by Prabrisha Rakshit, 3 months ago


https://github.com/prabrishar1/SIHR


Report a bug at https://github.com/prabrishar1/SIHR/issues


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


Authors: Prabrisha Rakshit [aut, cre] , Tony Cai [aut] , Zijian Guo [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports CVXR, Matrix, glmnet, Rdpack, scalreg, qpdf

Suggests knitr, rmarkdown, MASS


See at CRAN