High-Dimensional Inference

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


Reference manual

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0.1-9 by Lukas Meier, 8 months 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, hierbase.

Suggested by BayesVarSel, bst, stabs.

See at CRAN