HDCI (1.0-2)

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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.

Maintainer: Xin Xu
Author(s): Hanzhong Liu, Xin Xu, Jingyi Jessica Li

License: GNU General Public License version 2

Uses: doParallel, foreach, glmnet, iterators, lattice, Matrix, mvtnorm, slam

Released over 2 years ago.



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