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This package implements the boostrapping confidence interval methods described in “Rank conditional coverage and confidence intervals in high dimensional problems” by Jean Morrison and Noah Simon.
To install:
library(devtools)
devtools::install_git("https://github.com/jean997/rcc.git")
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.