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hdme

High-Dimensional Regression with Measurement Error

Penalized regression for generalized linear models for measurement error problems (aka. errors-in-variables). The package contains a version of the lasso (L1-penalization) which corrects for measurement error (Sorensen et al. (2015) <doi:10.5705/ss.2013.180>). It also contains an implementation of the Generalized Matrix Uncertainty Selector, which is a version the (Generalized) Dantzig Selector for the case of measurement error (Sorensen et al. (2018) <doi:10.1080/10618600.2018.1425626>).

Versions across snapshots

VersionRepositoryFileSize
0.6.0 rolling source/ R- hdme_0.6.0.tar.gz 377.6 KiB
0.6.0 rolling linux/jammy R-4.5 hdme_0.6.0.tar.gz 463.3 KiB
0.6.0 rolling linux/noble R-4.5 hdme_0.6.0.tar.gz 464.8 KiB
0.6.0 latest source/ R- hdme_0.6.0.tar.gz 377.6 KiB
0.6.0 latest linux/jammy R-4.5 hdme_0.6.0.tar.gz 463.3 KiB
0.6.0 latest linux/noble R-4.5 hdme_0.6.0.tar.gz 464.8 KiB
0.6.0 2026-04-23 source/ R- hdme_0.6.0.tar.gz 377.6 KiB
0.6.0 2026-04-09 windows/windows R-4.5 hdme_0.6.0.zip 787.1 KiB
0.6.0 2025-04-20 source/ R- hdme_0.6.0.tar.gz 377.6 KiB

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