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lassoscore (version 0.6)

High-Dimensional Inference with the Penalized Score Test

Description

Use the lasso regression method to perform approximate inference in high dimensions, by penalizing the effects of nuisance parameters.

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Version

Install

install.packages('lassoscore')

Monthly Downloads

44

Version

0.6

License

GPL (>= 2)

Maintainer

Last Published

October 28th, 2014

Functions in lassoscore (0.6)

qqpval

make a QQ plot of p-values.
diabetes

Blood and other measurements in diabetics.
glassoscore

Penalized score test, for the graphical lasso.
lassoscore

Lasso penalized score test