Two-Directional Simultaneous Inference for High-Dimensional Models

Documentation for package ‘TOSI’ version 0.3.0

assessBsFun	Assess the performance of group-sparse loading estimate
bic.spfac	Modified BIC criteria for selecting penalty parameters
ccorFun	Evaluate the smallest canonical correlation for two set of variables
cv.spfac	Cross validation for selecting penalty parameters
FacRowMaxST	Data splitting-based two-stage maximum testing method for a group of loading vectors in factor models.
FacRowMinST	Data splitting-based two-stage minimum testing method for a group of loading vectors in factor models.
Factorm	Factor Analysis Model
gendata_Fac	Generate simulated data
gendata_Mean	Generate simulated data
gendata_Reg	Generate simulated data
gsspFactorm	High Dimensional Sparse Factor Model
MeanMax	Data splitting-based two-stage maximum mean testing method for the mean vector.
MeanMin	Data splitting-based two-stage minimum mean testing method for the mean vector.
RegMax	Data splitting-based two-stage maximum testing method for the regression coefficients in linear regression models
RegMin	Data splitting-based two-Stage minimum testing method for the regression coefficients in linear regression models.