varEst
Variance Estimation
Error variance estimation in ultrahigh dimensional datasets with four different methods, viz. Refitted cross validation, k-fold refitted cross validation, Bootstrap-refitted cross validation, Ensemble method.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | varEst_0.1.0.tar.gz |
53.2 KiB |
0.1.0 |
rolling linux/noble R-4.5 | varEst_0.1.0.tar.gz |
53.2 KiB |
0.1.0 |
rolling source/ R- | varEst_0.1.0.tar.gz |
10.4 KiB |
0.1.0 |
latest linux/jammy R-4.5 | varEst_0.1.0.tar.gz |
53.2 KiB |
0.1.0 |
latest linux/noble R-4.5 | varEst_0.1.0.tar.gz |
53.2 KiB |
0.1.0 |
latest source/ R- | varEst_0.1.0.tar.gz |
10.4 KiB |
0.1.0 |
2026-04-26 source/ R- | varEst_0.1.0.tar.gz |
10.4 KiB |
0.1.0 |
2026-04-23 source/ R- | varEst_0.1.0.tar.gz |
10.4 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | varEst_0.1.0.zip |
55.7 KiB |
0.1.0 |
2025-04-20 source/ R- | varEst_0.1.0.tar.gz |
10.4 KiB |