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: 0.5
Depends: R (≥ 2.10), glasso, glmnet
Suggests: covTest, lars
Published: 2014-05-09
Author: Arend Voorman
Maintainer: Arend Voorman <voorma at uw.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: lassoscore results

Downloads:

Reference manual: lassoscore.pdf
Package source: lassoscore_0.5.tar.gz
Windows binaries: r-devel: lassoscore_0.5.zip, r-release: lassoscore_0.5.zip, r-oldrel: lassoscore_0.5.zip
OS X Snow Leopard binaries: r-release: lassoscore_0.5.tgz, r-oldrel: lassoscore_0.5.tgz
OS X Mavericks binaries: r-release: lassoscore_0.5.tgz
Old sources: lassoscore archive