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EAinference: Estimator Augmentation and Simulation-Based Inference

Estimator augmentation methods for statistical inference on high-dimensional data, as described in Zhou, Q. (2014) <doi:10.48550/arXiv.1401.4425> and Zhou, Q. and Min, S. (2017) <doi:10.1214/17-EJS1309>. It provides several simulation-based inference methods: (a) Gaussian and wild multiplier bootstrap for lasso, group lasso, scaled lasso, scaled group lasso and their de-biased estimators, (b) importance sampler for approximating p-values in these methods, (c) Markov chain Monte Carlo lasso sampler with applications in post-selection inference.

Version: 0.2.3
Depends: R (≥ 3.2.3)
Imports: stats, graphics, msm, mvtnorm, parallel, limSolve, MASS, hdi, Rcpp
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, testthat
Published: 2017-12-02
DOI: 10.32614/CRAN.package.EAinference
Author: Seunghyun Min [aut, cre], Qing Zhou [aut]
Maintainer: Seunghyun Min <seunghyun at ucla.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: EAinference results

Documentation:

Reference manual: EAinference.pdf
Vignettes: Introduction to EAinference

Downloads:

Package source: EAinference_0.2.3.tar.gz
Windows binaries: r-devel: EAinference_0.2.3.zip, r-release: EAinference_0.2.3.zip, r-oldrel: EAinference_0.2.3.zip
macOS binaries: r-release (arm64): EAinference_0.2.3.tgz, r-oldrel (arm64): EAinference_0.2.3.tgz, r-release (x86_64): EAinference_0.2.3.tgz, r-oldrel (x86_64): EAinference_0.2.3.tgz
Old sources: EAinference archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=EAinference to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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