Package: gfiUltra 1.0.0

Stéphane Laurent

gfiUltra: Generalized Fiducial Inference for Ultrahigh-Dimensional Regression

Variable selection for ultrahigh-dimensional ("large p small n") linear Gaussian models using a fiducial framework allowing to draw inference on the parameters. Reference: Lai, Hannig & Lee (2015) <doi:10.1080/01621459.2014.931237>.

Authors:Stéphane Laurent [aut, cre]

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Bug tracker:https://github.com/stla/gfiultra/issues

On CRAN:

fiducial-distributionvariable-selection

3 exports 2 stars 0.83 score 14 dependencies 3 scripts 162 downloads

Last updated 4 years agofrom:70b968155a. Checks:OK: 7. Indexed: yes.

Exports:gfiConfIntgfiEstimatesgfiUltra

Dependencies:codetoolsforeachglmnetiteratorslatticelazyevalMatrixmvtnormncvregRcppRcppEigenshapeSISsurvival