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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.

Versions across snapshots

VersionRepositoryFileSize
1.0-2 2026-04-09 windows/windows R-4.5 HDCI_1.0-2.zip 105.9 KiB

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Imports