epsiwal0.1.0 package

Exact Post Selection Inference with Applications to the Lasso

Implements the conditional estimation procedure of Lee, Sun, Sun and Taylor (2016) <doi:10.1214/15-AOS1371>. This procedure allows hypothesis testing on the mean of a normal random vector subject to linear constraints.

  • Maintainer: Steven E. Pav
  • License: LGPL-3
  • Last published: 2019-07-02