Estimating the Error Variance in a High-Dimensional Linear Model

Implementation of the two error variance estimation methods in high-dimensional linear models of Yu, Bien (2017) .


natural 0.9.0 ready for CRAN submission!

Reference manual

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0.9.0 by Guo Yu, 4 years ago

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Authors: Guo Yu [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports Matrix, glmnet

Suggests knitr, rmarkdown

See at CRAN