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.


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Reference manual

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install.packages("selectiveInference")

1.2.5 by Rob Tibshirani, 15 days 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 xtune.


See at CRAN