Estimator Augmentation and Simulation-Based Inference

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Documentation for package ‘EAinference’ version 0.2.3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

cv.lasso	Compute K-fold cross-validated mean squared error for lasso
hdIS	Compute importance weights for lasso, group lasso, scaled lasso or scaled group lasso estimator under high-dimensional setting
lassoFit	Compute lasso estimator
MHLS	Metropolis-Hastings lasso sampler under a fixed active set.
PB.CI	Provide '(1-alpha)%' confidence interval of each coefficients
PBsampler	Parametric bootstrap sampler for lasso, group lasso, scaled lasso or scaled group lasso estimator
plot.MHLS	Plot Metropolis-Hastings sampler outputs
postInference.MHLS	Post-inference with lasso estimator
print.MHLS	Print Metropolis-Hastings sampler outputs
summary.MHLS	Summarizing Metropolis-Hastings sampler outputs