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) .


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natural 0.9.0 ready for CRAN submission!

Reference manual

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install.packages("natural")

0.9.0 by Guo Yu, a year ago


https://arxiv.org/abs/1712.02412


Report a bug at https://github.com/hugogogo/natural/issues


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


Authors: Guo Yu [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports Matrix, glmnet

Suggests knitr, rmarkdown


See at CRAN