gfiConfInt {gfiUltra}

Fiducial confidence intervals for ultrahigh-dimensional regression

Description

Fiducial confidence intervals of the selected parameters of a ultrahigh-dimensional regression.

Usage

gfiConfInt(gfi, conf = 0.95)

Arguments

gfi

an output of gfiUltra

conf

confidence level

Value

The confidence intervals in a matrix.

See Also

gfiEstimates