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Please cite the following when using the 'SIHR' software package.

Rakshit P, Wang Z, Cai T, Guo Z (2021). SIHR: Statistical Inference in High-Dimensional Linear and Logistic Regression Models. https://arxiv.org/abs/2109.03365.

Corresponding BibTeX entry: 

  @Manual{,
    title = {SIHR: Statistical Inference in High-Dimensional Linear and
      Logistic Regression Models},
    author = {Prabrisha Rakshit and Zhenyu Wang and Tony Cai and Zijian
      Guo},
    year = {2021},
    url = {https://arxiv.org/abs/2109.03365},
  }

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.