Package: selectiveInference 1.2.5

selectiveInference: Tools for Post-Selection Inference

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.

Authors:Ryan Tibshirani, Rob Tibshirani, Jonathan Taylor, Joshua Loftus, Stephen Reid, Jelena Markovic

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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
selectiveInference/json (API)

# Install 'selectiveInference' in R:

install.packages('selectiveInference', repos = c('https://tibshirani.r-universe.dev', 'https://cloud.r-project.org'))

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

4.53 score 6 packages 374 scripts 674 downloads 5 mentions 32 exports 16 dependencies

Last updated from:b9cad972ef. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	165
linux-devel-x86_64	OK	157
source / vignettes	OK	152
linux-release-arm64	OK	184
linux-release-x86_64	OK	159
macos-release-arm64	OK	94
macos-release-x86_64	OK	239
macos-oldrel-arm64	OK	91
macos-oldrel-x86_64	OK	186
windows-devel	OK	141
windows-release	OK	156
windows-oldrel	OK	139
wasm-release	OK	154

Exports:coef.fs coef.lar debiasingMatrix estimateSigma factorDesign fixedLassoInf forwardStop fs fsInf groupfs groupfsInf lar larInf manyMeans plot.fs plot.lar predict.fs predict.lar print.fixedLassoInf print.fs print.fsInf print.lar print.larInf print.manyMeans print.ROSI randomizedLasso randomizedLassoInf ROSI scaleGroups TG.interval TG.limits TG.pvalue

Dependencies:adaptMCMC coda codetools foreach glmnet intervals iterators lattice MASS Matrix ramcmc Rcpp RcppArmadillo RcppEigen shape survival

Citation

Readme and manuals

Help Manual

Help page	Topics
Find an approximate inverse of a non-negative definite matrix.	debiasingMatrix
Estimate the noise standard deviation in regression	estimateSigma
Expand a data frame with factors to form a design matrix with the full binary encoding of each factor.	factorDesign
Inference for the lasso, with a fixed lambda	fixedLassoInf
ForwardStop rule for sequential p-values	forwardStop
Forward stepwise regression	fs
Selective inference for forward stepwise regression	fsInf
Select a model with forward stepwise.	groupfs
Compute selective p-values for a model fitted by 'groupfs'.	groupfsInf
Least angle regression	lar
Selective inference for least angle regression	larInf
Selective inference for many normal means	manyMeans
Plot function for forward stepwise regression	plot.fs
Plot function for least angle regression	plot.lar
Prediction and coefficient functions for forward stepwise regression	coef.fs predict.fs
Prediction and coefficient functions for 'groupfs'.	predict.groupfs
Prediction and coefficient functions for least angle regression	coef.lar predict.lar
Inference for the randomized lasso, with a fixed lambda	randomizedLasso
Inference for the randomized lasso, with a fixed lambda	randomizedLassoInf
Relevant One-step Selective Inference for the LASSO	ROSI
Center and scale design matrix by groups	scaleGroups
Tools for selective inference	selectiveInference
Truncated Gaussian confidence interval.	TG.interval
Truncation limits and standard deviation.	TG.limits
Truncated Gaussian p-value.	TG.pvalue

Package: selectiveInference 1.2.5

selectiveInference: Tools for Post-Selection Inference

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)