Tools for Post-Selection Inference


[Up] [Top]

Documentation for package ‘selectiveInference’ version 1.2.5

Help Pages

coef.fs Prediction and coefficient functions for forward stepwise regression
coef.lar Prediction and coefficient functions for least angle regression
debiasingMatrix Find an approximate inverse of a non-negative definite matrix.
estimateSigma Estimate the noise standard deviation in regression
factorDesign Expand a data frame with factors to form a design matrix with the full binary encoding of each factor.
fixedLassoInf Inference for the lasso, with a fixed lambda
forwardStop ForwardStop rule for sequential p-values
fs Forward stepwise regression
fsInf Selective inference for forward stepwise regression
groupfs Select a model with forward stepwise.
groupfsInf Compute selective p-values for a model fitted by 'groupfs'.
lar Least angle regression
larInf Selective inference for least angle regression
manyMeans Selective inference for many normal means
plot.fs Plot function for forward stepwise regression
plot.lar Plot function for least angle regression
predict.fs Prediction and coefficient functions for forward stepwise regression
predict.groupfs Prediction and coefficient functions for 'groupfs'.
predict.lar Prediction and coefficient functions for least angle regression
randomizedLasso Inference for the randomized lasso, with a fixed lambda
randomizedLassoInf Inference for the randomized lasso, with a fixed lambda
ROSI Relevant One-step Selective Inference for the LASSO
scaleGroups Center and scale design matrix by groups
selectiveInference Tools for selective inference
TG.interval Truncated Gaussian confidence interval.
TG.limits Truncation limits and standard deviation.
TG.pvalue Truncated Gaussian p-value.