lassoscore: High-Dimensional Inference with the Penalized Score Test

Use the lasso regression method to perform approximate inference in high dimensions, by penalizing the effects of nuisance parameters.

Version: 0.6
Depends: R (≥ 2.10), glasso, glmnet, Matrix
Suggests: covTest, lars
Published: 2014-10-28
Author: Arie Voorman
Maintainer: Arie Voorman <arie.voorman at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: lassoscore results

Downloads:

Reference manual: lassoscore.pdf
Package source: lassoscore_0.6.tar.gz
Windows binaries: r-devel: lassoscore_0.6.zip, r-release: lassoscore_0.6.zip, r-oldrel: lassoscore_0.6.zip
OS X Snow Leopard binaries: r-release: lassoscore_0.6.tgz, r-oldrel: lassoscore_0.6.tgz
OS X Mavericks binaries: r-release: lassoscore_0.6.tgz
Old sources: lassoscore archive