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selectiveInference (version 1.2.5)

Tools for Post-Selection Inference

Description

New tools for post-selection inference, for use with forward stepwise regression, least angle regression, the lasso, and the many means problem. The lasso function implements Gaussian, logistic and Cox survival models.

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Version

Install

install.packages('selectiveInference')

Version

1.2.5

License

GPL-2

Maintainer

Last Published

September 7th, 2019

Functions in selectiveInference (1.2.5)

debiasingMatrix

Find an approximate inverse of a non-negative definite matrix.

Estimate the noise standard deviation in regression

ForwardStop rule for sequential p-values

Plot function for forward stepwise regression

Plot function for least angle regression

Prediction and coefficient functions for forward stepwise regression

predict.groupfs

Prediction and coefficient functions for groupfs.

selectiveInference

Tools for selective inference

selectiveInference-internal

Internal PMA functions

Center and scale design matrix by groups

Selective inference for forward stepwise regression

randomizedLassoInf

Inference for the randomized lasso, with a fixed lambda

Select a model with forward stepwise.

Forward stepwise regression

Selective inference for least angle regression

Least angle regression

Compute selective p-values for a model fitted by groupfs.

Selective inference for many normal means

Prediction and coefficient functions for least angle regression

randomizedLasso

Inference for the randomized lasso, with a fixed lambda

Relevant One-step Selective Inference for the LASSO

Expand a data frame with factors to form a design matrix with the full binary encoding of each factor.

Truncated Gaussian confidence interval.

Truncation limits and standard deviation.

Inference for the lasso, with a fixed lambda

Truncated Gaussian p-value.