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CIpostSelect: Confidence Interval Post-Selection of Variable

Calculates confidence intervals after variable selection using repeated data splits. The package offers methods to address the challenges of post-selection inference, ensuring more accurate confidence intervals in models involving variable selection. The two main functions are 'lmps', which records the different models selected across multiple data splits as well as the corresponding coefficient estimates, and 'cips', which takes the lmps object as input to select variables and perform inferences using two types of voting.

Version: 0.2.1
Imports: MASS, doParallel, foreach, ggplot2, glmnet, magrittr, mlbench, tictoc
Published: 2024-10-22
DOI: 10.32614/CRAN.package.CIpostSelect
Author: Boubacar DIALLO [aut, cre]
Maintainer: Boubacar DIALLO <boubacar.diallo0 at yahoo.com>
License: MIT + file LICENSE
NeedsCompilation: no
CRAN checks: CIpostSelect results

Documentation:

Reference manual: CIpostSelect.pdf

Downloads:

Package source: CIpostSelect_0.2.1.tar.gz
Windows binaries: r-devel: CIpostSelect_0.2.1.zip, r-release: CIpostSelect_0.2.1.zip, r-oldrel: CIpostSelect_0.2.1.zip
macOS binaries: r-release (arm64): CIpostSelect_0.2.1.tgz, r-oldrel (arm64): CIpostSelect_0.2.1.tgz, r-release (x86_64): CIpostSelect_0.2.1.tgz, r-oldrel (x86_64): CIpostSelect_0.2.1.tgz
Old sources: CIpostSelect archive

Linking:

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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.