SIHR: Statistical Inference in High Dimensional Regression

Inference procedures in the high-dimensional setting for (1) linear functionals in generalized linear regression ('Cai et al.' (2019) <arXiv:1904.12891>, 'Guo et al.' (2020) <arXiv:2012.07133>, 'Cai et al.' (2021)), (2) individual treatment effects in generalized linear regression, (3) quadratic functionals in linear regression ('Guo et al.' (2019) <arXiv:1909.01503>).

Version: 1.0.1
Imports: CVXR, glmnet, stats
Published: 2022-08-10
Author: Prabrisha Rakshit, Zhenyu Wang, Zijian Guo, Tony Cai
Maintainer: Zijian Guo <zijguo at stat.rutgers.edu>
License: GPL-3
URL: https://github.com/prabrishar1/SIHR
NeedsCompilation: no
Materials: README
CRAN checks: SIHR results

Documentation:

Reference manual: SIHR.pdf

Downloads:

Package source: SIHR_1.0.1.tar.gz
Windows binaries: r-devel: SIHR_1.0.1.zip, r-release: SIHR_1.0.1.zip, r-oldrel: SIHR_1.0.1.zip
macOS binaries: r-release (arm64): SIHR_1.0.1.tgz, r-oldrel (arm64): SIHR_1.0.1.tgz, r-release (x86_64): SIHR_1.0.1.tgz, r-oldrel (x86_64): SIHR_1.0.1.tgz
Old sources: SIHR archive

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