Fitting High Dimensional Linear Models

Mimics the lm() function found in the package stats to fit high dimensional regression models with point estimates, standard errors, and p-values. Methods for printing and summarizing the results are given.

Fitting High Dimensional Linear Models


hdlm: version 1.0

2012-April-02: Changed macos flag that was causing CRAN to fail on sparcpc 2012-April-20: Fixed variable names on output of Bayesian hdglm, with binomial family 2012-April-20: Fixed issue with missing intercept using Bayesian hdlm

hdlm: version 1.1

2012-April-17: Package broken by update to foreach / iterators. Fixed by simple change to description file to load iterators directly.

Reference manual

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1.3.1 by Taylor B. Arnold, 5 years ago

Browse source code at

Authors: Taylor B. Arnold

Documentation:   PDF Manual  

GPL (>= 2.0) license

Depends on glmnet, foreach, MASS, iterators, Matrix

See at CRAN