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argminCS
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Download and install argminCS package within the R console
Install from CRAN:
install.packages("argminCS")
Install from Github:
library("remotes")
install_github("cran/argminCS") Install by package version:
library("remotes")
install_version("argminCS", "1.1.0") Attach the package and use:
library("argminCS")
Maintained by
Hao Lee
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First Published: 2025-07-14
Latest Update: 2025-07-14
Description:
Provides methods to construct frequentist confidence sets with valid marginal coverage for identifying the population-level argmin or argmax based on IID data. For instance, given an n by p loss matrix—where n is the sample size and p is the number of models—the CS.argmin() method produces a discrete confidence set that contains the model with the minimal (best) expected risk with desired probability. The argmin.HT() method helps check if a specific model should be included in such a confidence set. The main implemented method is proposed by Tianyu Zhang, Hao Lee and Jing Lei (2024) "Winners with confidence: Discrete argmin inference with an application to model selection".
How to cite:
Hao Lee (2025). argminCS: Argmin Inference over a Discrete Candidate Set. R package version 1.1.0, https://cran.r-project.org/web/packages/argminCS. Accessed 26 Jun. 2026.
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