HDCI (1.0-2)

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High Dimensional Confidence Interval Based on Lasso and Bootstrap.

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

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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