lassoinf 0.1.0
- First CRAN release.
LassoInference: selective intervals and p-values for
the (randomized) bounded LASSO, with dense matrices or matrix-free
operators (dense_operator(),
xtvx_operator()).
glmnet_inference(): inference from a fitted
glmnet object at a given lambda, without
randomization or with carving (selection_rows).
glmnet_problem() and
glmnet_problem_from_fit(): the LASSO problem glmnet solved,
with the Hessian at a one-step relaxed fit by default
(information = "relaxed").
- Inference for user-specified estimands
(
contrast_inference(),
custom_estimand_inference(),
estimand_summary()), inactive variables
(inactive_summary(), SelectionCoordinates) and
screening (ScreenedSelection).