High-Dimensional Inference

Implementation of multiple approaches to perform inference in high-dimensional models.


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Reference manual

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install.packages("hdi")

0.1-6 by Lukas Meier, 3 years ago


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


Authors: Lukas Meier [aut, cre] , Ruben Dezeure [aut] , Nicolai Meinshausen [aut] , Martin Maechler [aut] , Peter Buehlmann [aut]


Documentation:   PDF Manual  


Task views: Machine Learning & Statistical Learning


GPL license


Imports grDevices, graphics, stats, parallel, MASS, glmnet, linprog

Depends on scalreg

Suggests Matrix


Imported by EAinference, SILM.

Suggested by bst, stabs.


See at CRAN