Package: HDCI 1.0-2
HDCI: High Dimensional Confidence Interval Based on Lasso and Bootstrap
Fits regression models on high dimensional data to estimate coefficients and use bootstrap method to obtain confidence intervals. Choices for regression models are Lasso, Lasso+OLS, Lasso partial ridge, Lasso+OLS partial ridge.
Authors:
HDCI_1.0-2.tar.gz
HDCI_1.0-2.zip(r-4.5)HDCI_1.0-2.zip(r-4.4)HDCI_1.0-2.zip(r-4.3)
HDCI_1.0-2.tgz(r-4.4-any)HDCI_1.0-2.tgz(r-4.3-any)
HDCI_1.0-2.tar.gz(r-4.5-noble)HDCI_1.0-2.tar.gz(r-4.4-noble)
HDCI_1.0-2.tgz(r-4.4-emscripten)HDCI_1.0-2.tgz(r-4.3-emscripten)
HDCI.pdf |HDCI.html✨
HDCI/json (API)
# Install 'HDCI' in R: |
install.packages('HDCI', repos = c('https://xinxuyale.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/xinxuyale/hdci/issues
Last updated 6 years agofrom:8b93bf98f1. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 01 2024 |
R-4.5-win | OK | Nov 01 2024 |
R-4.5-linux | OK | Nov 01 2024 |
R-4.4-win | OK | Nov 01 2024 |
R-4.4-mac | OK | Nov 01 2024 |
R-4.3-win | OK | Nov 01 2024 |
R-4.3-mac | OK | Nov 01 2024 |
Exports:bootLassobootLassoOLSbootLOPRbootLPRciescv.glmnetLassoLassoOLSLPRmlsmypredictPartRidge
Dependencies:codetoolsdoParallelforeachglmnetiteratorslatticeMatrixmvtnormRcppRcppEigenshapeslamsurvival
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Bootstrap Lasso | bootLasso |
Bootstrap Lasso OLS | bootLassoOLS |
Bootstrap Lasso OLS Partial Ridge | bootLOPR |
Bootstrap Lasso Partial Ridge | bootLPR |
Confidence Interval | ci |
escv glmnet | escv.glmnet |
Lasso | Lasso |
Lasso OLS | LassoOLS |
Lasso Partial Ridge | LPR |
Modified Least Squares | mls |
My Predict | mypredict |
Partial Ridge | PartRidge |