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CIpostSelect  

Confidence Interval Post-Selection of Variable
View on CRAN: Click here


Download and install CIpostSelect package within the R console
Install from CRAN:
install.packages("CIpostSelect")

Install from Github:
library("remotes")
install_github("cran/CIpostSelect")

Install by package version:
library("remotes")
install_version("CIpostSelect", "0.2.1")



Attach the package and use:
library("CIpostSelect")
Maintained by
Boubacar DIALLO
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-10-02
Latest Update: 2024-10-22
Description:
Calculates confidence intervals after variable selection using repeated data splits. The package offers methods to address the challenges of post-selection inference, ensuring more accurate confidence intervals in models involving variable selection. The two main functions are 'lmps', which records the different models selected across multiple data splits as well as the corresponding coefficient estimates, and 'cips', which takes the lmps object as input to select variables and perform inferences using two types of voting.
How to cite:
Boubacar DIALLO (2024). CIpostSelect: Confidence Interval Post-Selection of Variable. R package version 0.2.1, https://cran.r-project.org/web/packages/CIpostSelect. Accessed 06 Jan. 2025.
Previous versions and publish date:
0.1.0 (2024-10-02 18:50), 0.2.0 (2024-10-04 16:20)
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Complete documentation for CIpostSelect
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