Statistical Inference in High Dimensional Regression


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Documentation for package ‘SIHR’ version 0.2.0

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Direction_fixedtuning Constructs the projection direction with a fixed tuning parameter
Direction_searchtuning Searches for the best step size and computes the projection direction with the searched best step size
GLM_binary Inference for single regression coefficient in high dimensional probit regression model
ITE Individualized treatment effect in the high dimensional linear regression
ITE_Logistic Inference for difference of case probabilities in high dimensional logistic regressions
LF Inference for a linear combination of regression coefficients in high dimensional linear regression.
LF_logistic Inference for the case probability or a linear combination of regression coefficients in high dimensional logistic regression.
QF Inference for quadratic forms of the regression vector in high dimensional linear regression