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gfiUltra: Generalized Fiducial Inference for Ultrahigh-Dimensional Regression

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) <doi:10.1080/01621459.2014.931237>.

Version: 1.0.0
Depends: R (≥ 3.5.0)
Imports: SIS, stats, utils, lazyeval, mvtnorm
Published: 2020-12-09
DOI: 10.32614/CRAN.package.gfiUltra
Author: Stéphane Laurent [aut, cre]
Maintainer: Stéphane Laurent <laurent_step at outlook.fr>
BugReports: https://github.com/stla/gfiUltra/issues
License: GPL-3
URL: https://github.com/stla/gfiUltra
NeedsCompilation: no
Materials: README NEWS
CRAN checks: gfiUltra results

Documentation:

Reference manual: gfiUltra.pdf

Downloads:

Package source: gfiUltra_1.0.0.tar.gz
Windows binaries: r-devel: gfiUltra_1.0.0.zip, r-release: gfiUltra_1.0.0.zip, r-oldrel: gfiUltra_1.0.0.zip
macOS binaries: r-release (arm64): gfiUltra_1.0.0.tgz, r-oldrel (arm64): gfiUltra_1.0.0.tgz, r-release (x86_64): gfiUltra_1.0.0.tgz, r-oldrel (x86_64): gfiUltra_1.0.0.tgz

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.