Tools for Post-Selection Inference
Find an approximate inverse of a non-negative definite matrix.
Estimate the noise standard deviation in regression
Expand a data frame with factors to form a design matrix with the full...
Inference for the lasso, with a fixed lambda
ForwardStop rule for sequential p-values
Forward stepwise regression
Selective inference for forward stepwise regression
Select a model with forward stepwise.
Compute selective p-values for a model fitted by groupfs.
Least angle regression
Selective inference for least angle regression
Selective inference for many normal means
Plot function for forward stepwise regression
Plot function for least angle regression
Prediction and coefficient functions for forward stepwise regression
Prediction and coefficient functions for groupfs.
Prediction and coefficient functions for least angle regression
Inference for the randomized lasso, with a fixed lambda
Inference for the randomized lasso, with a fixed lambda
Relevant One-step Selective Inference for the LASSO
Center and scale design matrix by groups
Internal PMA functions
Tools for selective inference
Truncated Gaussian confidence interval.
Truncation limits and standard deviation.
Truncated Gaussian p-value.
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.