GLMaSPU-package:
An Adaptive Test on High Dimensional Parameters in Generalized Linear Models
Description
Provide various tests on high-dimensional parameters in generalized linear models.
Details
Several tests for high dimensional generalized linear models have been proposed recently. In this package, we implemented a new test called aSPU for high dimensional generalized linear models, which is often more powerful than the existing methods in a wide scenarios. We also implemented permutation based version of several existing methods for research purpose. We recommend users use the aSPU test for their real testing problem.
References
Chong Wu, Gongjun Xu and Wei Pan, "An Adaptive test on high dimensional parameters in generalized linear models" (Submitted)