Tools for Post-Selection Inference

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.


Reference manual

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1.2.5 by Rob Tibshirani, 2 years ago

Browse source code at

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