gfiUltra

Generalized Fiducial Inference for Ultrahigh-Dimensional Regression

CRAN Package

Variable selection for ultrahigh-dimensional ("large p small n") linear Gaussian models using a fiducial framework allowing to draw inference on the parameters. Reference: Lai, Hannig & Lee (2015) .

  • Version1.0.0
  • R version≥ 3.5.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release12/09/2020

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  • Depends1 package
  • Imports5 packages