New tools for post-selection inference, for use with forward stepwise regression, least angle regression, the lasso, and the many means problem. The lasso function implements Gaussian, logistic and Cox survival models.
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1.2.5 by Rob Tibshirani, 2 years ago
Browse source code at https://github.com/cran/selectiveInference
Authors: Ryan Tibshirani , Rob Tibshirani , Jonathan Taylor , Joshua Loftus , Stephen Reid , Jelena Markovic
Documentation: PDF Manual
GPL-2 license
Imports Rcpp
Depends on glmnet, intervals, survival, adaptMCMC, MASS
Suggests Rmpfr
Linking to Rcpp
Imported by AnchorRegression, SequenceSpikeSlab, sparsevb, xtune.
See at CRAN