Implementation of multiple approaches to perform inference in high-dimensional models.
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0.1-9 by Lukas Meier, 4 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.
Suggested by BayesVarSel, bst, stabs.
See at CRAN