EAlasso (0.1.0)

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Simulation Based Inference of Lasso Estimator.

http://cran.r-project.org/web/packages/EAlasso

Simulation based inference of lasso estimator. It provides several methods to sample lasso estimator: (a) Gaussian and wild multiplier bootstrap for lasso, group lasso, scaled lasso and scaled group lasso, (b) importance sampler for lasso, group lasso, scaled lasso and scaled group lasso, (c) Markov chain Monte Carlo sampler for lasso, (d) post-selection inference for lasso. See Zhou, Q. and Min, S. (2017) for details.

Maintainer: Seunghyun Min
Author(s): Seunghyun Min [aut, cre]

License: GPL (>= 2)

Uses: gglasso, hdi, limSolve, MASS, msm, mvtnorm, testthat, knitr, rmarkdown

Released 3 months ago.


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