lassoinf: Selective Inference for the Randomized Lasso

Confidence intervals and p-values for parameters chosen by the (randomized) lasso, valid after selection. Implements the polyhedral approach of Lee, Sun, Sun and Taylor (2016) <doi:10.1214/15-AOS1371>, the randomized response of Tian and Taylor (2018) <doi:10.1214/17-AOS1564> and the exact randomized inference of Panigrahi, Fry and Taylor (2024) <doi:10.1093/biomet/asae019>, with the truncated bivariate normal computations of Liu (2023) <doi:10.48550/arXiv.2308.10346>. Includes inference for user-specified estimands, screening of inactive variables and problems fitted by 'glmnet'. Computations use a 'C++' backend with matrix-free linear operators for wide designs.

Version:	0.1.0
Depends:	R (≥ 3.5.0)
Imports:	methods, mvtnorm, R6, Rcpp, stats
LinkingTo:	Rcpp, RcppEigen
Suggests:	glmnet (≥ 5.1), knitr, rmarkdown, testthat
Published:	2026-10-20
DOI:	10.32614/CRAN.package.lassoinf
Author:	Jonathan Taylor [aut, cre, cph], Kevin Fry [aut], Snigdha Panigrahi [aut], Sifan Liu [ctb, cph] (truncated bivariate normal computations, see inst/COPYRIGHTS)
Maintainer:	Jonathan Taylor <jtaylo at stanford.edu>
BugReports:	https://github.com/jonathan-taylor/lassoinf/issues
License:	BSD_3_clause + file LICENSE
Copyright:	See inst/COPYRIGHTS for the code adapted from Sifan Liu (MIT). lassoinf copyright details
URL:	https://github.com/jonathan-taylor/lassoinf
NeedsCompilation:	yes
Materials:	NEWS
CRAN checks:	lassoinf results

Documentation:

Reference manual:	lassoinf.html , lassoinf.pdf
Vignettes:	Randomized LASSO for a Gaussian linear model (source, R code) Inference after a glmnet fit (source, R code) Inference after a glmnet fit without randomization (source, R code) Screening inactive variables (source, R code) Surrogate screening (source, R code)

Downloads:

Package source:	lassoinf_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: lassoinf_0.1.0.zip, r-oldrel: lassoinf_0.1.0.zip
macOS binaries:	r-release (arm64): lassoinf_0.1.0.tgz, r-oldrel (arm64): lassoinf_0.1.0.tgz, r-release (x86_64): lassoinf_0.1.0.tgz, r-oldrel (x86_64): lassoinf_0.1.0.tgz

Linking:

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