HDCI

swMATH32617CRANHDCIMaRDI QIDQ44328FDOQ44328

High Dimensional Confidence Interval Based on Lasso and Bootstrap

Hanzhong Liu

Last update: 6 June 2017

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.0-2

Official website: https://cran.r-project.org/web/packages/HDCI/index.html

Source code repository: https://github.com/cran/HDCI

Described by source

• A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models

Cited In (2)

• Shrinkage priors for Bayesian penalized regression
• IFAA

This page was built for software: HDCI