High Dimensional Confidence Interval Based on Lasso and Bootstrap


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Documentation for package ‘HDCI’ version 1.0-2

Help Pages

bootLasso Bootstrap Lasso
bootLassoOLS Bootstrap Lasso OLS
bootLOPR Bootstrap Lasso OLS Partial Ridge
bootLPR Bootstrap Lasso Partial Ridge
ci Confidence Interval
escv.glmnet escv glmnet
Lasso Lasso
LassoOLS Lasso OLS
LPR Lasso Partial Ridge
mls Modified Least Squares
mypredict My Predict
PartRidge Partial Ridge